Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem - MaRDI portal

Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (Q5346506)

From MaRDI portal
scientific article; zbMATH DE number 6722996
Language Label Description Also known as
English
Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem
scientific article; zbMATH DE number 6722996

    Statements

    title
    Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (English)
    0 references
    author
    Rainer Buckdahn
    0 references
    Shuai Jing
    0 references
    publication date
    24 May 2017
    0 references
    zbMATH Keywords
    mean-field SDE
    0 references
    mean-field FBSDE
    0 references
    fractional Brownian motion
    0 references
    Pontryagin-type maximum principle
    0 references
    cites work
    Q3236483
    0 references
    Mean field games
    0 references
    Q4726489
    0 references

    Identifiers

    DOI
    10.1137/16M1077921
    0 references
    Mathematics Subject Classification ID
    93E20
    0 references
    60H10
    0 references
    60J65
    0 references
    60H35
    0 references
    49K45
    0 references
    zbMATH DE Number
    6722996
    0 references
    arXiv ID
    1605.09488
    0 references
    OpenAlex ID
    W3102891354
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5346506&oldid=37137283"
    Powered by MediaWiki