scientific article; zbMATH DE number 7338520

DOI10.16205/J.CNKI.CAMA.2020.0024MaRDI QIDQ4983963zbMATH OpenFDO

Authors Tao Hao

Publication date 26 April 2021

Full work available at URL https://doi.org/10.16205/J.CNKI.CAMA.2020.0024

zbMATH Keywords

Ekeland's variationalmean-field forward-backward delay control systemmean-field gamestochastic maximum principleterminal perturbation approach

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Optimal stochastic control (93E20)

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Cited in

(7)

• Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach
• Maximum principle for delayed stochastic mean-field control problem with state constraint
• Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints
• Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory
• Maximum principle for a stochastic delayed system involving terminal state constraints
• Stochastic maximum principle for generalized mean-field delay control problem

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