Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion

DOI10.1002/OCA.3039OpenAlexW4385065629MaRDI QIDQ6180295FDOQ6180295

Authors: Yifang Sun 

Publication date: 19 January 2024

Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.3039

zbMATH Keywords

fractional Brownian motionmaximum principlestochastic optimal controlmean-field controlled systems

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20) Mean field games and control (49N80)

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