Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041)
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scientific article; zbMATH DE number 7554652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field stochastic control with elephant memory in finite and infinite time horizon |
scientific article; zbMATH DE number 7554652 |
Statements
Mean-field stochastic control with elephant memory in finite and infinite time horizon (English)
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8 July 2022
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mean-field stochastic differential equation
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memory
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stochastic maximum principle
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partial information
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backward stochastic differential equation
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