A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type
type: Item
instance of: scholarly article
title: A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type
zbMATH Open document ID: 1482.60081
author: Teng Song
author: Bin Liu
published in: Advances in Difference Equations
publication date: 2022-02-25T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 91A16
zbMATH DE Number: 7481581
zbMATH Keywords: forward-backward stochastic difference equations
zbMATH Keywords: backward stochastic difference equations
zbMATH Keywords: mean-field theory
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: adjoint difference equation
MaRDI profile type: Publication
full work available at URL: s13662-020-02640-x
OpenAlex ID: W3030740771
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DOI: 10.1186/S13662-020-02640-X
description: scientific article; zbMATH DE number 7481581