SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Stochastic maximum principle in the mean-field controls · Study

ArticleShelves

ArticleStochastic maximum principle in the mean-field controls

Juan Li2011

Article2011

Stochastic maximum principle in the mean-field controls

149 citations·0/0 files stored·Automatica

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 149 citations exist upstream.

References

2007Brownian Motion and Stochastic Calculus 1983Stochastic Differential Equations and Diffusion Processes 1990Adapted solution of a backward stochastic differential equation 2007Mean field games 1988Brownian Motion and Stochastic Calculus 1990A General Stochastic Maximum Principle for Optimal Control Problems 1978An Introductory Approach to Duality in Optimal Stochastic Control 2009Mean-field backward stochastic differential equations and related partial differential equations

Cited by

2014Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance 2015Leader–follower stochastic differential game with asymmetric information and applications 2018An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game 2014A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control 2014Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2024Sixty Years of the Maximum Principle in Optimal Control: Historical Roots and Content Classificationarticle · 10 shared references 2014Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to financearticle · 9 shared references 2013The maximum principle for a jump-diffusion mean-field model and its application to the mean–variance problemarticle · 9 shared references 2011A General Stochastic Maximum Principle for SDEs of Mean-field Typearticle · 8 shared references 2018Infinite horizon optimal control of mean-field forward–backward delayed systems with Poisson jumpsarticle · 8 shared references 2014Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approacharticle · 7 shared references

Details

Year2011

Typearticle

Published2011-12-17

VenueAutomatica

ISSN-L0005-1098

Languageen

Citations149

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.automatica.2011.11.006

openalex_workW2022384100

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2017

Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs

2013The maximum principle for a jump-diffusion mean-field model and its application to the mean–variance problem

2015Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon