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

DOI10.1002/OCA.3042MaRDI QIDQ6180299FDOQ6180299

Nazim Idrisoglu Mahmudov, Arzu Ahmadova

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 (1)

• Pontryagin maximum principle for fractional delay differential equations and controlled weakly singular Volterra delay integral equations

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