Stochastic control of memory mean-field processes (Q1734289)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic control of memory mean-field processes
scientific article

    Statements

    Stochastic control of memory mean-field processes (English)
    0 references
    0 references
    0 references
    27 March 2019
    0 references
    mean-field stochastic differential equation
    0 references
    law process
    0 references
    memory
    0 references
    path segment spaces
    0 references
    random probability measures
    0 references
    stochastic maximum principle
    0 references
    operator-valued absde
    0 references
    mean-variance problem
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references