Stochastic maximum principle for optimal control problem of non exchangeable mean field systems

Documenti analoghi

• Mean-field control of non exchangeable systems
  di: De Crescenzo, Anna, et al.
  Pubblicazione: (2024)
• Optimal control of heterogeneous mean-field stochastic differential equations with common noise and applications to financial models
  di: de Feo, Filippo, et al.
  Pubblicazione: (2025)
• The mean-field control problem for heterogeneous forward-backward systems
  di: Sojmark, Andreas, et al.
  Pubblicazione: (2026)
• A stochastic maximum principle for singular mean-field regime-switching optimal control
  di: Somé, Maalvladédon Ganet, et al.
  Pubblicazione: (2025)
• Pontryagin maximum principle for the deterministic mean field type optimal control problem via the Lagrangian approach
  di: Averboukh, Yurii, et al.
  Pubblicazione: (2022)