Mean-field FBSDE and optimal control-Reference-Cited by-同舟云学术

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Mean-field FBSDE and optimal control

Published:2020-07-29 Issue:2 Volume:39 Page:235-251
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Agram Nacira¹,Choutri Salah Eddine²³

Affiliation:

1. Department of Mathematics, Linnaeus University (LNU), Växjö, Sweden

2. Learning and Game Theory Laboratory (L&G-Lab), New York University Abu Dhabi, Abu Dhabi, UAE

3. Center for Stability, Instability, and Turbulence (SITE), New York University Abu Dhabi, Abu Dhabi, UAE

Funder

Challenges in Stochastic Control, Information and Applications

Scientific Research

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2020.1794893

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equation with Lévy Process;Communications on Applied Mathematics and Computation;2022-04-19

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