Stochastic control of memory mean-field processes (Q1734289)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic control of memory mean-field processes |
scientific article |
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Stochastic control of memory mean-field processes (English)
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27 March 2019
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mean-field stochastic differential equation
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law process
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memory
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path segment spaces
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random probability measures
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stochastic maximum principle
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operator-valued absde
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mean-variance problem
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0.9265202
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0.92603725
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0.92485446
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0.91647124
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0.9151083
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0.90673643
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0.90334165
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0.89991117
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0.8996602
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