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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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