Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type (Q6194624)
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scientific article; zbMATH DE number 7805579
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type |
scientific article; zbMATH DE number 7805579 |
Statements
Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type (English)
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16 February 2024
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mean-field
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forward backward doubly SDEs
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strict control
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relaxed control
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existence
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optimality conditions
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adjoint equations
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variational equation
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