Stochastic control of memory mean-field processes (Q1734289)
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English | Stochastic control of memory mean-field processes |
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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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