Partial derivative with respect to the measure and its application to general controlled mean-field systems
DOI10.1016/j.spa.2021.01.003zbMath1471.93275OpenAlexW3123015732MaRDI QIDQ2021397
Juan Li, Yajie Chen, Rainer Buckdahn
Publication date: 27 April 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2021.01.003
maximum principlevariational equationadjoint equationpartial informationmean-field stochastic differential equationpartial derivative with respect to marginal law
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
Related Items (4)
Cites Work
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