Browsing by Subject Mean-Field Forward-Backward stochastic differential equation; Stochastic maximum principle; Relaxed control; Adjoint equation; Variational inequality.
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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18-Apr-2014 | A New Approach of Optimal Control Problem for Mean-Field Forward-backward Systems | A. Chala |