A stochastic maximum principle for general mean-field systems (Q520349)

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scientific article; zbMATH DE number 6699609
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English
A stochastic maximum principle for general mean-field systems
scientific article; zbMATH DE number 6699609

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    A stochastic maximum principle for general mean-field systems (English)
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    3 April 2017
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    stochastic control
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    maximum principle
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    mean-field SDE
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    McKean-Vlasov equation
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