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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Buckdahn, Rainer, Li, Juan, Li, Yanwei, Wang, Yi
Format:	Preprint
Publié:	2024
Sujets:	Optimization and Control
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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