Maximum principle for delayed stochastic mean-field control problem with state constraint

DOI10.1186/s13662-019-2283-1zbMath1485.93625OpenAlexW2969318399WikidataQ127372576 ScholiaQ127372576MaRDI QIDQ2668425

Li Chen, Jian-Dong Wang

Publication date: 4 March 2022

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-019-2283-1

zbMATH Keywords

delay systemstochastic maximum principlestate constraintmean-fieldEkeland's variation principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)

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