On optimal control of coupled mean-field forward-backward stochastic equations

DOI10.1515/rose-2024-2017MaRDI QIDQ6643457

Khaled Bahlali, Brahim Mezerdi, Badreddine Mansouri

Publication date: 26 November 2024

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

weak convergencestochastic optimal controltightnessmartingalerelaxed controlMcKean-Vlasov equationmean-field forward-backward stochastic differential equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Limit theorems in probability theory (60F99)

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