Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538)
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scientific article; zbMATH DE number 6502684
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| English | Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics |
scientific article; zbMATH DE number 6502684 |
Statements
Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (English)
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30 October 2015
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stochastic control
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McKean-Vlasov diffusion
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stochastic Pontryagin principle
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mean-field interaction
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mean-field forward-backward stochastic differential equation
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0.9352006
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0.91847503
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0.91669184
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0.91662186
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0.9141913
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0.91373265
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0.9133887
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