Existence of optimal controls for systems governed by mean-field stochastic differential equations

DOI10.16929/AS/2014.627.58zbMATH Open1309.93184OpenAlexW1544199748MaRDI QIDQ485969FDOQ485969

Authors: Khaled Bahlali, Meriem Mezerdi, Brahim Mezerdi 

Publication date: 14 January 2015

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1418310398

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zbMATH Keywords

stochastic differential equationweak convergenceexistencerelaxed controltightnessmean-field

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

Cited In (19)

• On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion
• Existence and optimality conditions for relaxed mean-field stochastic control problems
• A stability property in mean field type differential games
• Limit theory for controlled McKean-Vlasov dynamics
• EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Existence of an optimal control for stochastic control systems with nonlinear cost functional
• Existence of relaxed optimal control for \(G\)-neutral stochastic functional differential equations with uncontrolled diffusion
• On the relaxed mean-field stochastic control problem
• The relaxed optimal control problem for mean-field SDEs systems and application
• Systems governed by mean-field stochastic evolution equations on Hilbert spaces and their optimal control
• On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
• Title not available (Why is that?)
• Krasovskii-Subbotin approach to mean field type differential games
• Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations
• Existence of optimal controls for systems driven by FBSDEs
• McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
• Viability theorem for deterministic mean field type control systems
• A stochastic maximum principle for general mean-field systems
• Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon

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