A general maximum principle for discrete fractional stochastic control system of mean-field type

DOI10.1155/2024/3386753MaRDI QIDQ6607567zbMATH OpenFDO

Authors Zheng Li, Fei Chen, Ning Li, Di Wu, Xiangyue Yu

Publication date 18 September 2024

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites work

• scientific article; zbMATH DE number 3121490 (Why is no real title available?)
• scientific article; zbMATH DE number 3167340 (Why is no real title available?)
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
• A General Stochastic Maximum Principle for Optimal Control Problems
• A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise
• A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
• A general stochastic maximum principle for SDEs of mean-field type
• A mean-field stochastic maximum principle via Malliavin calculus
• Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
• Integral transformations and anticipative calculus for fractional Brownian motions
• Maximum principle for general controlled systems driven by fractional Brownian motions
• Maximum principle of discrete stochastic control system driven by both fractional noise and white noise
• Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem
• Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
• On the stochastic maximum principle. Fixed time of control
• Stochastic maximum principle in the mean-field controls

This page was built for publication: A general maximum principle for discrete fractional stochastic control system of mean-field type

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6607567)