Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion

DOI10.1002/OCA.3039OpenAlexW4385065629MaRDI QIDQ6180295

Yifang Sun

Publication date: 19 January 2024

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

Full work available at URL: https://doi.org/10.1002/oca.3039

zbMATH Keywords

maximum principlefractional Brownian motionstochastic optimal controlmean-field controlled systems

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games and control (49N80)

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