Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041)

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scientific article; zbMATH DE number 7554652
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Mean-field stochastic control with elephant memory in finite and infinite time horizon
scientific article; zbMATH DE number 7554652

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    Mean-field stochastic control with elephant memory in finite and infinite time horizon (English)
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    8 July 2022
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    mean-field stochastic differential equation
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    memory
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    stochastic maximum principle
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    partial information
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    backward stochastic differential equation
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