The relaxed optimal control problem for mean-field SDEs systems and application (Q462385)
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scientific article; zbMATH DE number 6358535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The relaxed optimal control problem for mean-field SDEs systems and application |
scientific article; zbMATH DE number 6358535 |
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The relaxed optimal control problem for mean-field SDEs systems and application (English)
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20 October 2014
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mean-field stochastic differential equation
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stochastic maximum principle
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relaxed control
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adjoint equation
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variational inequality
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linear quadratic controls
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