Singular optimal control problems with recursive utilities of mean-field type (Q6578418)
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scientific article; zbMATH DE number 7886778
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| English | Singular optimal control problems with recursive utilities of mean-field type |
scientific article; zbMATH DE number 7886778 |
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Singular optimal control problems with recursive utilities of mean-field type (English)
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25 July 2024
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mean-filed control system
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second-order adjoint system
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second-order stochastic maximum principle
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singular optimal control
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variational equation
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0.8641949892044067
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0.849856972694397
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0.8427371382713318
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0.8411088585853577
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0.8392006754875183
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