A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367)
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| English | A second-order stochastic maximum principle for generalized mean-field singular control problem |
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A second-order stochastic maximum principle for generalized mean-field singular control problem (English)
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24 January 2019
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stochastic maximum principle
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mean-field control problem
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singular control
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Fréchet derivative
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range theorem of vector-valued measures
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