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Optimal control of forward–backward mean-field stochastic delayed systems
- Publication Year :
- 2018
-
Abstract
- We study methods for solving stochastic control problems of systems offorward–backward mean-field equations with delay, in finite and infinite time horizon.Necessary and sufficient maximum principles under partial information are given. The resultsare applied to solve a mean-field recursive utility optimal problem.
Details
- Database :
- OAIster
- Notes :
- English
- Publication Type :
- Electronic Resource
- Accession number :
- edsoai.on1234086293
- Document Type :
- Electronic Resource
- Full Text :
- https://doi.org/10.1007.s13370-017-0532-6