Stochastic maximum principle for discrete time mean‐field optimal control problems
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Cites work
- scientific article; zbMATH DE number 3147807 (Why is no real title available?)
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- scientific article; zbMATH DE number 3215485 (Why is no real title available?)
- scientific article; zbMATH DE number 3374495 (Why is no real title available?)
- A General Stochastic Maximum Principle for Optimal Control Problems
- A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise
- A general maximum principle for optimal control of forward-backward stochastic systems
- A general stochastic maximum principle for SDEs of mean-field type
- A global stochastic maximum principle for fully coupled forward-backward stochastic systems
- A new discrete analogue of Pontryagin's maximum principle
- An infinite-horizon stochastic discrete-time Pontryagin principle
- Discrete-time indefinite LQ control with state and control dependent noises
- Discretional Convexity and the Maximum Principle for Discrete Systems
- Linear quadratic regulation for linear time-varying systems with multiple input delays
- Maximum principle for discrete-time stochastic control problem of mean-field type
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game
- Maximum principle for stochastic optimal control problem of forward-backward stochastic difference systems
- Mean-field backward stochastic differential equations: A limit approach
- Necessary first-order and second-order optimality conditions in discrete-time stochastic systems
- On necessary optimality conditions in discrete control systems
- On the necessary condition for optimal control of nonlinear systems
- Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions
- Optimality conditions of singular controls for systems with Caputo fractional derivatives
- Second-order necessary optimality conditions for a discrete optimal control problem
Cited in
(5)- Pontryagin maximum principle for fractional delay differential equations and controlled weakly singular Volterra delay integral equations
- A general stochastic maximum principle for discrete-time mean-field optimal controls
- Stochastic maximum principle for fully coupled nonlinear FBSEs under generalized monotonicity and LQ control applications
- Singular mean-field backward stochastic Volterra integral equations in infinite dimensional spaces
- The general maximum principle for discrete-time stochastic control problems
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