Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (Q5243167)

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scientific article; zbMATH DE number 7130681
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Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective
scientific article; zbMATH DE number 7130681

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    Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (English)
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    15 November 2019
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    controlled McKean-Vlasov SDEs
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    Pontryagin principle
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    mean-field interaction
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    casual transport plans
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