A general stochastic maximum principle for discrete-time mean-field optimal controls

DOI10.1002/ASJC.3025MaRDI QIDQ6583294FDO

Authors Teng Song

Publication date 6 August 2024

Published in Asian Journal of Control (Search for Journal in Brave)

zbMATH Keywords

optimal controlstochastic maximum principlemean-field modelsdiscrete-time stochastic systemsdiscrete-time backward stochastic equation

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Cites work

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• Stochastic finance. An introduction in discrete time

Cited in

(2)

• Stochastic maximum principle for discrete time mean‐field optimal control problems
• The general maximum principle for discrete-time stochastic control problems

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