A general stochastic maximum principle for SDEs of mean-field type (Q649117)
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scientific article; zbMATH DE number 5982665
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| English | A general stochastic maximum principle for SDEs of mean-field type |
scientific article; zbMATH DE number 5982665 |
Statements
A general stochastic maximum principle for SDEs of mean-field type (English)
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30 November 2011
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stochastic control
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maximum principle
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mean-field SDE
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McKean-Vlasov equation
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time inconsistent control
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0.9526182413101196
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0.8868849873542786
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0.877444863319397
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0.8641437888145447
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0.855985164642334
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