Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion (Q6180295)
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scientific article; zbMATH DE number 7791478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion |
scientific article; zbMATH DE number 7791478 |
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Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion (English)
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19 January 2024
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fractional Brownian motion
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maximum principle
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mean-field controlled systems
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stochastic optimal control
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