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A mean-field stochastic maximum principle via Malliavin calculus - MaRDI portal

A mean-field stochastic maximum principle via Malliavin calculus (Q3145081)

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A mean-field stochastic maximum principle via Malliavin calculus
scientific article

    Statements

    title
    A mean-field stochastic maximum principle via Malliavin calculus (English)
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    published in
    Stochastics
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    publication date
    13 December 2012
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    zbMATH Keywords
    Malliavin calculus
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    maximum principle
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    stochastic control
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    mean-field type
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    jump diffusion
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    partial information
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    Identifiers

    Mathematics Subject Classification ID
    49K45
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    93E20
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    60H10
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    60J75
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    zbMATH DE Number
    6115682
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    OpenAlex ID
    W2019740115
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    arXiv ID
    0911.3720
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