A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367)
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scientific article; zbMATH DE number 7006617
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| English | A second-order stochastic maximum principle for generalized mean-field singular control problem |
scientific article; zbMATH DE number 7006617 |
Statements
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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0.878128707408905
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0.8491130471229553
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0.8476032614707947
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0.8327738642692566
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0.8319809436798096
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