On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type (Q5131606)
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scientific article; zbMATH DE number 7271524
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| English | On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type |
scientific article; zbMATH DE number 7271524 |
Statements
On optimal solutions of general continuous‐singular stochastic control problem of McKean‐Vlasov type (English)
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9 November 2020
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maximum principle
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optimal stochastic continuous-singular control
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second-order derivative with respect to measure
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stochastic differential equation of McKean-Vlasov type
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0.9201478362083436
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0.9027259349822998
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0.8504530191421509
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0.835928738117218
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