Singular optimal control problems with recursive utilities of mean-field type
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Publication:6578418
DOI10.1002/asjc.2307MaRDI QIDQ6578418
Publication date: 25 July 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
variational equationsingular optimal controlmean-filed control systemsecond-order adjoint systemsecond-order stochastic maximum principle
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