A stochastic maximum principle for general mean-field system with constraints
Author:
Affiliation:
1. Laboratory of Mathematical Analysis, Probability and Optimizations, Biskra University, Po. Box 145, 07000 Biskra, Algeria
Publisher
American Institute of Mathematical Sciences (AIMS)
Reference27 articles.
1. A General Stochastic Maximum Principle for SDEs of Mean-field Type
2. A Stochastic Maximum Principle for General Mean-Field Systems
3. Mean-field backward stochastic differential equations and related partial differential equations
4.
P. Cardaliaguet, Notes on mean field games (from P.-L. Lions' lectures at Collège de France)., https://www.ceremade.dauphine.fr/cardalia/.
5. Control of McKean–Vlasov dynamics versus mean field games
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