A general stochastic maximum principle for discrete-time mean-field optimal controls (Q6583294)

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scientific article; zbMATH DE number 7892490
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A general stochastic maximum principle for discrete-time mean-field optimal controls
scientific article; zbMATH DE number 7892490

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    A general stochastic maximum principle for discrete-time mean-field optimal controls (English)
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    6 August 2024
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    discrete-time backward stochastic equation
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    discrete-time stochastic systems
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    mean-field models
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    optimal control
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    stochastic maximum principle
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