Mean-field FBSDE and optimal control (Q4986423)
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scientific article; zbMATH DE number 7339881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field FBSDE and optimal control |
scientific article; zbMATH DE number 7339881 |
Statements
Mean-field FBSDE and optimal control (English)
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27 April 2021
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mean-field forward-backward SDE
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risk minimization
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stochastic maximum principle
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