Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007)
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scientific article; zbMATH DE number 6921130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information |
scientific article; zbMATH DE number 6921130 |
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Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (English)
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21 August 2018
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infinite horizon
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backward stochastic differential delay equation
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mean-field model
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stochastic maximum principle
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partial information
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