On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type
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Publication:6583310
DOI10.1002/ASJC.3271MaRDI QIDQ6583310FDOQ6583310
Mokhtar Hafayed, Fatiha Korichi, Samira Boukaf, M. Palanisamy
Publication date: 6 August 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
optimal controlmean-field stochastic differential equationsecond-order maximum principlesecond-order derivatives with respect to measure
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