Mean-field stochastic control problems under sublinear expectation (Q6994584)
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scientific article; zbMATH DE number 8029882
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| English | Mean-field stochastic control problems under sublinear expectation |
scientific article; zbMATH DE number 8029882 |
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Mean-field stochastic control problems under sublinear expectation (English)
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23 April 2025
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mean-field stochastic differential equation
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\(G\)-Brownian motion
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\(G\)-expectation
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stochastic control
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Pontryagin's stochastic maximum principle
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time inconsistent control
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