Mean-field backward stochastic Volterra integral equations

DOI10.3934/dcdsb.2013.18.1929zbMath1277.60111arXiv1104.4725MaRDI QIDQ379033

Jiong-min Yong, Tian Xiao Wang, Yu-feng Shi

Publication date: 12 November 2013

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.4725

zbMATH Keywords

maximum principle; duality principle; mean-field backward stochastic Volterra integral equation; mean-field stochastic Volterra integral equation

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60H20: Stochastic integral equations

35Q83: Vlasov equations

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