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Existence of optimal controls for systems governed by mean-field stochastic differential equations - MaRDI portal

Existence of optimal controls for systems governed by mean-field stochastic differential equations (Q485969)

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scientific article; zbMATH DE number 6386351
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English
Existence of optimal controls for systems governed by mean-field stochastic differential equations
scientific article; zbMATH DE number 6386351

    Statements

    Existence of optimal controls for systems governed by mean-field stochastic differential equations (English)
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    14 January 2015
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    mean-field
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    stochastic differential equation
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    relaxed control
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    existence
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    tightness
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    weak convergence
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