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On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions
16 references·0 citing·46 second hopsampled
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References

  • 2009Mean-field backward stochastic differential equations and related partial differential equations351 cited
  • 2017Mean-field stochastic differential equations and associated PDEs297 cited
  • 2011A General Stochastic Maximum Principle for SDEs of Mean-field Type293 cited
  • 2012Control of McKean–Vlasov dynamics versus mean field games238 cited
  • 2013Long Time Average of Mean Field Games with a Nonlocal Coupling142 cited
  • 2014Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance123 cited
  • 2013Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information111 cited
  • 1995Singular Optimal Stochastic Controls I: Existence97 cited
  • 1994The stochastic maximum principle for a singular control problem93 cited
  • 2001Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems90 cited
  • 2016A Stochastic Maximum Principle for General Mean-Field Systems77 cited
  • 1999A class of solvable singular stochastic control problems56 cited
  • 2014Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach56 cited
  • 2004Singular Stochastic Control Problems43 cited

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2006
Maximum Principle for Singular Stochastic Control Problems
38 cited
  • 2007Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control36 cited
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