On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type
DOI10.1002/MMA.6392zbMATH Open1460.93108OpenAlexW3016404347MaRDI QIDQ5131606FDOQ5131606
Authors: Lina Guenane, Mokhtar Hafayed, Shahlar Meherrem, Syed Abbas 
Publication date: 9 November 2020
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.6392
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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- Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach
- A mean-field necessary and sufficient conditions for optimal singular stochastic control
- Compactification in optimal control of McKean‐Vlasov stochastic differential equations
- Optimal control of general McKean-Vlasov stochastic evoulution equations on Hilbert spaces and necessary conditions of optimality
- Near optimality of stochastic control for singularly perturbed McKean-Vlasov systems
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