Maximum principle for near-optimality of mean-field FBSDEs

DOI10.1155/2020/8572959zbMath1459.49023OpenAlexW3034409441MaRDI QIDQ778688

Chaozhu Hu, Ruijing Li

Publication date: 3 July 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/8572959

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Mean field games and control (49N80)

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