Stochastic maximum principle in the mean-field controls
type: Item
instance of: scholarly article
title: Stochastic maximum principle in the mean-field controls
zbMATH Open document ID: 1260.93176
author: Juan Li
published in: Automatica
publication date: 2013-03-12T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6143429
zbMATH Keywords: mean-field models
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: linear quadratic controls
MaRDI profile type: Publication
full work available at URL: j.automatica.2011.11.006
OpenAlex ID: W2022384100
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DOI: 10.1016/J.AUTOMATICA.2011.11.006
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description: scientific article; zbMATH DE number 6143429