Stochastic maximum principle for weighted mean-field system
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Publication:6107310
DOI10.3934/dcdss.2023011zbMath1515.60214arXiv2208.11679OpenAlexW4319316637MaRDI QIDQ6107310
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Publication date: 3 July 2023
Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.11679
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic systems in control theory (general) (93E03)
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Cites Work
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