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Stochastic Maximum Principle for Generalized Mean-Field Delay Control Problem
Journal article
Guo, Hancheng, Xiong, Jie, Zheng, Jiayu. Stochastic Maximum Principle for Generalized Mean-Field Delay Control Problem[J]. Journal of Optimization Theory and Applications, 2024, 201(1), 352-377.
Authors:
Guo, Hancheng
;
Xiong, Jie
;
Zheng, Jiayu
Favorite
|
TC[WOS]:
0
TC[Scopus]:
0
IF:
1.6
/
1.8
|
Submit date：2024/05/02
Existence And Uniqueness
Stochastic Maximum Principle
Mean-field Control Problem
Mckean–vlasov Equation
Lions Derivative
A SECOND-ORDER STOCHASTIC MAXIMUM PRINCIPLE FOR GENERALIZED MEAN-FIELD SINGULAR CONTROL PROBLEM
Journal article
Guo, Hancheng, Xiong, Jie. A SECOND-ORDER STOCHASTIC MAXIMUM PRINCIPLE FOR GENERALIZED MEAN-FIELD SINGULAR CONTROL PROBLEM[J]. MATHEMATICAL CONTROL AND RELATED FIELDS, 2018, 8(2), 451-473.
Authors:
Guo, Hancheng
;
Xiong, Jie
Favorite
|
TC[WOS]:
6
TC[Scopus]:
7
IF:
1.0
/
1.1
|
Submit date：2018/10/30
Stochastic Maximum Principle
Mean-field Control Problem
Singular Control
Frechet Derivative
Range Theorem Of Vector-valued Measures
