On the relaxed mean-field stochastic control problem
Author:
Affiliation:
1. Laboratoire IMATH, Université deToulon, B. P. 20132, 83957 La Garde Cedex 05, France
2. Laboratory of Applied Mathematics, University of Biskra, P. O. Box 145, Biskra (07000), Algeria
Abstract
Publisher
World Scientific Pub Co Pte Lt
Subject
Modeling and Simulation
Link
https://www.worldscientific.com/doi/pdf/10.1142/S0219493718500247
Reference23 articles.
1. A Maximum Principle for SDEs of Mean-Field Type
2. The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions
3. Approximation and optimality necessary conditions in relaxed stochastic control problems
4. Existence of optimal controls for systems governed by mean-field stochastic differential equations
5. Mean Field Games and Mean Field Type Control Theory
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