A maximum principle for SDEs of mean-field type (Q538473)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A maximum principle for SDEs of mean-field type |
scientific article; zbMATH DE number 5899601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for SDEs of mean-field type |
scientific article; zbMATH DE number 5899601 |
Statements
A maximum principle for SDEs of mean-field type (English)
0 references
25 May 2011
0 references
stochastic control
0 references
maximum principle
0 references
mean-field SDE
0 references
McKean-Vlasov equation
0 references
time inconsistent control
0 references
0 references
0 references
0 references
0.97773695
0 references
0.95317227
0 references
0.9460678
0 references
0.9385585
0 references
0.93716043
0 references
0.9259188
0 references
0.9247949
0 references
0.91638076
0 references
