Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516)
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scientific article; zbMATH DE number 6593956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints |
scientific article; zbMATH DE number 6593956 |
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Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (English)
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16 June 2016
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mean-field forward-backward stochastic differential equations
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maximum principle
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state constraints
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