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On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type - MaRDI portal

On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310)

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scientific article; zbMATH DE number 7892502
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On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type
scientific article; zbMATH DE number 7892502

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    On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (English)
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    6 August 2024
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    mean-field stochastic differential equation
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    optimal control
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    second-order derivatives with respect to measure
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    second-order maximum principle
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