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Mean-field FBSDE and optimal control - MaRDI portal

Mean-field FBSDE and optimal control (Q4986423)

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scientific article; zbMATH DE number 7339881
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English
Mean-field FBSDE and optimal control
scientific article; zbMATH DE number 7339881

    Statements

    title
    Mean-field FBSDE and optimal control (English)
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    author
    Nacira Agram
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    Salah Eddine Choutri
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    publication date
    27 April 2021
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    zbMATH Keywords
    mean-field forward-backward SDE
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    risk minimization
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    stochastic maximum principle
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60H20
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    60J76
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    93E20
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    91G80
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    zbMATH DE Number
    7339881
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    OpenAlex ID
    W3046055191
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    arXiv ID
    1905.04793
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