Stochastic Control of Memory Mean-Field Processes

Author:

Agram Nacira,Øksendal Bernt

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference22 articles.

1. Agram, N.: Stochastic optimal control of McKean–Vlasov equations with anticipating law. arXiv:1604.03582

2. Agram, N., Øksendal, B.: Model uncertainty stochastic mean-field control. arXiv:1611.01385v5

3. Agram, N., Røse, E.E.: Optimal control of forward–backward mean-field stochastic delay systems. arXiv:1412.5291

4. Anderson, D., Djehiche, B.: A maximum principle for SDEs of mean-field type. Appl. Math. Optim. 63, 341–356 (2011)

5. Banos, D.R., Cordoni, F., Di Nunno, G., Di Persio, L., Røse, E.E.: Stochastic systems with memory and jumps. arXiv:1603.00272

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