Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory
DOI10.1080/00207179.2020.1800822zbMath1489.93133OpenAlexW3045407719MaRDI QIDQ5027382
Mahdieh Tahmasebi, A. S. Fatemion Aghda, Ali Delavarkhalafi
Publication date: 4 February 2022
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2020.1800822
maximum principleinfinite horizonMalliavin calculusnoisy memorymean-fieldbackward stochastic optimal control
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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