Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon
type: Item
instance of: scholarly article
title: Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon
zbMATH Open document ID: 1499.60203
author: Abdallah Roubi
author: Mohamed Amine Mezerdi
published in: Random Operators and Stochastic Equations
publication date: 2022-10-25T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 49N90
zbMATH DE Number: 7606810
zbMATH Keywords: mean-field stochastic differential equation
zbMATH Keywords: infinite horizon
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: adjoint process
zbMATH Keywords: Hamiltonian
Wikidata QID: Q114052699
MaRDI profile type: Publication
full work available at URL: rose-2022-2081
OpenAlex ID: W4281804548
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DOI: 10.1515/ROSE-2022-2081
description: scientific article; zbMATH DE number 7606810