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
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On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions
scientific article; zbMATH DE number 6932521

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    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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