Maximum principle for optimal control of McKean-Vlasov...

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Optimal Control Applications and Methods 2019 / 03

Maximum principle for optimal control of McKean-Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law

Meherrem, Shahlar, Hafayed, Mokhtar
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Journal:
Optimal Control Applications and Methods
DOI:
10.1002/oca.2490
Date:
March, 2019
File:
PDF, 456 KB
2019
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