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Singular optimal control problems with recursive utilities of mean-field type - MaRDI portal

Singular optimal control problems with recursive utilities of mean-field type (Q6578418)

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scientific article; zbMATH DE number 7886778
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Singular optimal control problems with recursive utilities of mean-field type
scientific article; zbMATH DE number 7886778

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    Singular optimal control problems with recursive utilities of mean-field type (English)
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    25 July 2024
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    mean-filed control system
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    second-order adjoint system
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    second-order stochastic maximum principle
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    singular optimal control
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    variational equation
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