Stochastic maximum principle for discrete time mean‐field optimal control problems

DOI10.1002/OCA.3042MaRDI QIDQ6180299zbMATH OpenFDO

Authors Arzu Ahmadova, Nazim Idrisoglu Mahmudov

Publication date 19 January 2024

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

zbMATH Keywords

stochastic maximum principleoptimal control problemmean-field theorynecessary and sufficient conditionsdiscrete-time backward stochastic equation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Mean field games and control (49N80)

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Cited in

(3)

• A general stochastic maximum principle for discrete-time mean-field optimal controls
• Pontryagin maximum principle for fractional delay differential equations and controlled weakly singular Volterra delay integral equations
• The general maximum principle for discrete-time stochastic control problems

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