A class of optimal control problems of forward-backward systems with input constraint (Q6145055)
From MaRDI portal
scientific article; zbMATH DE number 7785184
Language | Label | Description | Also known as |
---|---|---|---|
English | A class of optimal control problems of forward-backward systems with input constraint |
scientific article; zbMATH DE number 7785184 |
Statements
A class of optimal control problems of forward-backward systems with input constraint (English)
0 references
8 January 2024
0 references
mixed forward backward stochastic differential equation
0 references
initial-terminal perturbation
0 references
input constraint
0 references
stochastic maximum principle
0 references
large-population problem
0 references
mean-field game
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references