Stochastic maximum principle in the mean-field controls

Automatica

Volumn 48, Issue 2, 2012, Pages 366-373

  Li, Juan ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

Backward stochastic differential equations; Linear quadratic controls; Mean field models; Stochastic maximum principle

Indexed keywords

BACKWARD SDES; BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS; DIMENSIONAL SYSTEMS; INTEGRAL FORM; LINEAR QUADRATIC CONTROL; LINEAR QUADRATIC STOCHASTIC CONTROL; MEAN FIELD MODELS; MEAN-FIELD; OPTIMALITY; SUFFICIENT CONDITIONS;

DIFFERENTIAL EQUATIONS; LINEAR CONTROL SYSTEMS; MAXIMUM PRINCIPLE; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 84856220494     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2011.11.006     Document Type: Article

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