Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570)
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scientific article; zbMATH DE number 7606810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon |
scientific article; zbMATH DE number 7606810 |
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Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (English)
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25 October 2022
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mean-field stochastic differential equation
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infinite horizon
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stochastic maximum principle
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backward stochastic differential equation
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adjoint process
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Hamiltonian
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