Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382)
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scientific article; zbMATH DE number 7469385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory |
scientific article; zbMATH DE number 7469385 |
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Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (English)
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4 February 2022
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infinite horizon
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backward stochastic optimal control
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maximum principle
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mean-field
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noisy memory
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Malliavin calculus
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