A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order stochastic maximum principle for generalized mean-field singular control problem |
scientific article |
Statements
A second-order stochastic maximum principle for generalized mean-field singular control problem (English)
0 references
24 January 2019
0 references
stochastic maximum principle
0 references
mean-field control problem
0 references
singular control
0 references
Fréchet derivative
0 references
range theorem of vector-valued measures
0 references
0 references
0 references
