Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs
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Publication:1719018
DOI10.1155/2014/718948zbMath1407.60090OpenAlexW1988991773WikidataQ59071623 ScholiaQ59071623MaRDI QIDQ1719018
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/718948
Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)
Related Items (3)
The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients ⋮ Maximum principle for near-optimality of mean-field FBSDEs ⋮ Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem
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