Partial derivative with respect to the measure and its application to general controlled mean-field systems
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference17 articles.
1. Extended mean field control problems: stochastic maximum principle and transport perspective;Acciaio;SIAM J. Control Optim.,2018
2. A general stochastic maximum principle for SDEs of mean-field type;Buckdahn;Appl. Math. Optim.,2011
3. A stochastic maximum principle for general mean-field systems;Buckdahn;Appl. Math. Optim.,2016
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1. Incomplete Information Mean-Field Games and Related Riccati Equations;Journal of Optimization Theory and Applications;2024-08-31
2. A stochastic maximum principle for partially observed general mean-field control problems with only weak solution;Stochastic Processes and their Applications;2023-11
3. Stochastic maximum principle for weighted mean-field system;Discrete and Continuous Dynamical Systems - S;2023
4. On the near-viability property of controlled mean-field flows;Numerical Algebra, Control and Optimization;2023
5. Extended mean-field control problem with partial observation;ESAIM: Control, Optimisation and Calculus of Variations;2022
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