Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397)
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scientific article; zbMATH DE number 7339528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial derivative with respect to the measure and its application to general controlled mean-field systems |
scientific article; zbMATH DE number 7339528 |
Statements
Partial derivative with respect to the measure and its application to general controlled mean-field systems (English)
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27 April 2021
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partial derivative with respect to marginal law
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maximum principle
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mean-field stochastic differential equation
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partial information
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adjoint equation
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variational equation
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