On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions

DOI10.1002/oca.2403zbMath1396.93132OpenAlexW2793874070MaRDI QIDQ4585051

Mokhtar Hafayed, Şaban Eren, Deniz Hasan Guçoglu, Shahlar Meherrem

Publication date: 6 September 2018

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2403

zbMATH Keywords

stochastic maximum principleprobability measurederivative with respect to measuresMcKean-Vlasov differential equationsoptimal singular control

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45) Vlasov equations (35Q83)

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