Maximum principle for near-optimality of mean-field FBSDEs
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Publication:778688
DOI10.1155/2020/8572959zbMath1459.49023OpenAlexW3034409441MaRDI QIDQ778688
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
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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