On optimal control of coupled mean-field forward-backward stochastic equations (Q6643457)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On optimal control of coupled mean-field forward-backward stochastic equations |
scientific article; zbMATH DE number 7949487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal control of coupled mean-field forward-backward stochastic equations |
scientific article; zbMATH DE number 7949487 |
Statements
On optimal control of coupled mean-field forward-backward stochastic equations (English)
0 references
26 November 2024
0 references
McKean-Vlasov equation
0 references
mean-field forward-backward stochastic differential equation
0 references
stochastic optimal control
0 references
weak convergence
0 references
relaxed control
0 references
martingale
0 references
tightness
0 references
0 references
0 references
0 references
0 references
0 references
