A new approach of optimal control problem for mean-field forward-backward systems (Q2861032)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A new approach of optimal control problem for mean-field forward-backward systems |
scientific article; zbMATH DE number 6225623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach of optimal control problem for mean-field forward-backward systems |
scientific article; zbMATH DE number 6225623 |
Statements
11 November 2013
0 references
mean-field forward-backward
0 references
stochastic differential equation
0 references
stochastic maximum principle
0 references
relaxed control
0 references
adjoint equation
0 references
variational inequality
0 references
0.9174777
0 references
0.9173826
0 references
0.9138984
0 references
0 references
0.90862024
0 references
0.90678895
0 references
0.9031509
0 references
0.9016074
0 references
A new approach of optimal control problem for mean-field forward-backward systems (English)
0 references
