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

DOI10.16929/AS/2014.627.58MaRDI QIDQ485969zbMATH OpenOpenAlexFDO

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, https://semanticscholar.org/paper/065d69c3cec06fa7a635e257c687ff864880f387

zbMATH Keywords

stochastic differential equationweak convergenceexistencerelaxed controltightnessmean-field

Mathematics Subject Classification ID

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

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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
• scientific article; zbMATH DE number 6868024 (Why is no real title available?)
• 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
• A stochastic maximum principle for general mean-field systems
• Viability theorem for deterministic mean field type control systems
• McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
• Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon

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