A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361)
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English | A mean-field necessary and sufficient conditions for optimal singular stochastic control |
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A mean-field necessary and sufficient conditions for optimal singular stochastic control (English)
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4 February 2015
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stochastic optimal singular control
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mean-field stochastic maximum principle
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mean-field necessary and sufficient conditions of optimality
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McKean-Vlasov stochastic differential equations (SDEs)
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convex perturbation
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