Existence of optimal controls for systems governed by mean-field stochastic differential equations (Q485969)
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scientific article; zbMATH DE number 6386351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of optimal controls for systems governed by mean-field stochastic differential equations |
scientific article; zbMATH DE number 6386351 |
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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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