On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions (Q4585051)
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scientific article; zbMATH DE number 6932521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions |
scientific article; zbMATH DE number 6932521 |
Statements
On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions (English)
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6 September 2018
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derivative with respect to measures
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McKean-Vlasov differential equations
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optimal singular control
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probability measure
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stochastic maximum principle
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0.9388646
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0.9269448
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0.91739595
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0.9131283
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0.9124654
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0.9117798
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0.90792984
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0.9058843
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0.90517837
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