Existence and optimality conditions for relaxed mean-field stochastic control problems
DOI10.1016/j.sysconle.2016.12.009zbMath1377.93173arXiv1702.00201OpenAlexW2580666303MaRDI QIDQ2407896
Brahim Mezerdi, Meriem Mezerdi, Khaled Bahlali
Publication date: 6 October 2017
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.00201
variational principlestochastic maximum principlemartingale measuremean-field stochastic differential equationrelaxed controladjoint process
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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Cites Work
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