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Stochastic optimal control of McKean-Vlasov equations with anticipating law - MaRDI portal

Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297)

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Stochastic optimal control of McKean-Vlasov equations with anticipating law
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    Stochastic optimal control of McKean-Vlasov equations with anticipating law (English)
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    4 September 2019
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    stochastic control
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    McKean-Vlasov equations
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    anticipating law
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    delayed backward stochastic differential equations
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