A new approach of optimal control problem for mean-field forward-backward systems (Q2861032)
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scientific article; zbMATH DE number 6225623
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| English | A new approach of optimal control problem for mean-field forward-backward systems |
scientific article; zbMATH DE number 6225623 |
Statements
11 November 2013
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mean-field forward-backward
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stochastic differential equation
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stochastic maximum principle
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relaxed control
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adjoint equation
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variational inequality
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0.9174777
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0.9173826
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0.9138984
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0.90862024
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0.90678895
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0.9059444
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0.9031509
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0.9016074
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A new approach of optimal control problem for mean-field forward-backward systems (English)
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