Optimal control of forward-backward mean-field stochastic delayed systems
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Publication:1703430
DOI10.1007/s13370-017-0532-6zbMath1399.93235arXiv1412.5291OpenAlexW2964257048MaRDI QIDQ1703430
Publication date: 2 March 2018
Published in: Afrika Matematika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.5291
optimal controlHamiltonianstochastic maximum principlestochastic delay equationpartial informationmean-fieldadvanced backward stochastic equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic integral equations (60H20)
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