Singular Control Optimal Stopping of Memory Mean-Field Processes (Q4624923)
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scientific article; zbMATH DE number 7026353
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Control Optimal Stopping of Memory Mean-Field Processes |
scientific article; zbMATH DE number 7026353 |
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Singular Control Optimal Stopping of Memory Mean-Field Processes (English)
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20 February 2019
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memory mean-field stochastic differential equation
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reflected advanced meanfield backward stochastic differential equation
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singular control
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optimal stopping
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