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On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type - MaRDI portal

On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type

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Publication:6583310

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DOI10.1002/asjc.3271MaRDI QIDQ6583310

Mokhtar Hafayed, Fatiha Korichi, Samira Boukaf, Muthukumar Palanisamy

Publication date: 6 August 2024

Published in: Asian Journal of Control (Search for Journal in Brave)

zbMATH Keywords

optimal control mean-field stochastic differential equation second-order maximum principle second-order derivatives with respect to measure

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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