Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type
DOI10.5269/BSPM.50597OpenAlexW4313579643MaRDI QIDQ6194624
Nassima Berrouis, Abdelhakim Ninouh, Boulekhrass Gherbal
Publication date: 16 February 2024
Published in: Boletim da Sociedade Paranaense de Matemática (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5269/bspm.50597
existenceoptimality conditionsvariational equationadjoint equationsrelaxed controlmean-fieldstrict controlforward backward doubly SDEs
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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