Stochastic maximum principle for discrete time mean‐field optimal control problems (Q6180299)
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scientific article; zbMATH DE number 7791482
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic maximum principle for discrete time mean‐field optimal control problems |
scientific article; zbMATH DE number 7791482 |
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Stochastic maximum principle for discrete time mean‐field optimal control problems (English)
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19 January 2024
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discrete-time backward stochastic equation
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mean-field theory
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necessary and sufficient conditions
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optimal control problem
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stochastic maximum principle
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0.8997936844825745
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0.8894931077957153
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0.8236396312713623
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0.8212478160858154
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0.8156219124794006
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