A Global Stochastic Maximum Principle for Mean-Field Forward-Backward Stochastic Control Systems with Quadratic Generators

Fuente: arXiv

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Bibliographic Details
Main Authors:	Buckdahn, Rainer, Li, Juan, Li, Yanwei, Wang, Yi
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.06826