A general stochastic maximum principle for mean-field controls with regime switching (Q2234325)
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scientific article; zbMATH DE number 7410973
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general stochastic maximum principle for mean-field controls with regime switching |
scientific article; zbMATH DE number 7410973 |
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A general stochastic maximum principle for mean-field controls with regime switching (English)
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19 October 2021
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switching diffusion
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mean-field interaction
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maximum principle
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necessary condition
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sufficient condition
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0.96030664
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0.9549072
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0.94136703
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0.93897706
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0.92844945
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0.92499185
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0.9231435
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