Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information
type: Item
instance of: scholarly article
title: Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information
zbMATH Open document ID: 1506.93102
author: Bin Liu
author: Heping Ma
published in: European Journal of Control
publication date: 2018-08-21T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 6921130
zbMATH Keywords: infinite horizon
zbMATH Keywords: backward stochastic differential delay equation
zbMATH Keywords: mean-field model
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: partial information
MaRDI profile type: Publication
full work available at URL: j.ejcon.2017.04.001
OpenAlex ID: W2606270921
Wikidata QID: Q115353983
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DOI: 10.1016/J.EJCON.2017.04.001
description: scientific article; zbMATH DE number 6921130