scientific article; zbMATH DE number 7365905

DOI10.16205/J.CNKI.CAMA.2021.0007zbMath1474.93238MaRDI QIDQ4998250

Shuang Wu

Publication date: 1 July 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic maximum principleRiccati equationbackward stochastic differential equationlinear quadratic optimal controlconditional mean-field stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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