Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896)
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scientific article
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| English | Existence and optimality conditions for relaxed mean-field stochastic control problems |
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Existence and optimality conditions for relaxed mean-field stochastic control problems (English)
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6 October 2017
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mean-field stochastic differential equation
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relaxed control
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martingale measure
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adjoint process
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stochastic maximum principle
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variational principle
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0.9409599900245668
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0.9147201180458068
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0.898918628692627
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0.8775102496147156
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0.8654834032058716
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