Forward and backward mean-field stochastic partial differential equation and optimal control
DOI10.1007/s11401-019-0149-1zbMath1447.60123arXiv1610.02486OpenAlexW2963479047WikidataQ115379270 ScholiaQ115379270MaRDI QIDQ2002171
Mao-ning Tang, Qingxin Meng, Mei-Jiao Wang
Publication date: 11 July 2019
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.02486
optimal controlmaximum principleadjoint equationbackward stochastic partial differential equationmean-field stochastic partial differential equation
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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