On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type

DOI10.1002/ASJC.3271MaRDI QIDQ6583310zbMATH OpenFDO

Authors Samira Boukaf, Fatiha Korichi, Mokhtar Hafayed, M. Palanisamy

Publication date 6 August 2024

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

Full work available at URL https://doi.org/10.1002/ASJC.3271

zbMATH Keywords

mean-field stochastic differential equationoptimal controlsecond-order derivatives with respect to measuresecond-order maximum principle

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Cited in

(3)

• Moment estimates for a linear mean-field stochastic differential equation
• Lions's partial derivatives with respect to probability measures for general mean-field stochastic control problem
• On second-order control problem of stochastic systems with random Lévy process

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