A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-field necessary and sufficient conditions for optimal singular stochastic control |
scientific article |
Statements
A mean-field necessary and sufficient conditions for optimal singular stochastic control (English)
0 references
4 February 2015
0 references
stochastic optimal singular control
0 references
mean-field stochastic maximum principle
0 references
mean-field necessary and sufficient conditions of optimality
0 references
McKean-Vlasov stochastic differential equations (SDEs)
0 references
convex perturbation
0 references
0 references
0 references
0 references
0 references
0 references
