Publication:2787020

zbMath1330.93241MaRDI QIDQ2787020

Ishak Alia, Farid Chighoub, Ayesha Sohail

Publication date: 24 February 2016

Full work available at URL: http://www.nonlinearstudies.com/index.php/nonlinear/article/view/1256

zbMATH Keywords

maximum principle; mean-field stochastic differential equation; near-optimal controls

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

49J40: Variational inequalities

93E20: Optimal stochastic control

60H30: Applications of stochastic analysis (to PDEs, etc.)

49K45: Optimality conditions for problems involving randomness