Existence of optimal controls for systems governed by mean-field stochastic differential equations

DOI10.16929/as/2014.627.58zbMath1309.93184OpenAlexW1544199748MaRDI QIDQ485969

Khaled Bahlali, Meriem Mezerdi, Brahim Mezerdi

Publication date: 14 January 2015

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1418310398

zbMATH Keywords

stochastic differential equationweak convergenceexistencetightnessrelaxed controlmean-field

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (11)

Existence and optimality conditions for relaxed mean-field stochastic control problems ⋮ Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion ⋮ Limit Theory for Controlled McKean--Vlasov Dynamics ⋮ Viability theorem for deterministic mean field type control systems ⋮ On the relaxed mean-field stochastic control problem ⋮ A stochastic maximum principle for general mean-field systems ⋮ A stability property in mean field type differential games ⋮ On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion ⋮ Krasovskii-Subbotin approach to mean field type differential games ⋮ Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon ⋮ McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations

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