Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6846189
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal control of forward-backward mean-field stochastic delayed systems |
scientific article; zbMATH DE number 6846189 |
Statements
Optimal control of forward-backward mean-field stochastic delayed systems (English)
0 references
2 March 2018
0 references
optimal control
0 references
stochastic delay equation
0 references
mean-field
0 references
stochastic maximum principle
0 references
Hamiltonian
0 references
advanced backward stochastic equation
0 references
partial information
0 references
0 references
0 references
0 references
0.95165694
0 references
0.9457458
0 references
0.9405233
0 references
0.9359254
0 references
0.93577707
0 references
0.93381524
0 references
0.93335307
0 references
0.93270063
0 references
