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Volumn , Issue , 2012, Pages 747-752

Sufficient conditions of optimality for mean-field stochastic control problems

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL PROBLEMS; NECESSARY CONDITIONS OF OPTIMALITY; OPTIMAL CONTROL PROBLEM; OPTIMALITY PRINCIPLE; STOCHASTIC CONTROL; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC OPTIMAL CONTROL PROBLEM; SUFFICIENT CONDITIONS;

EID: 84876043997     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICARCV.2012.6485251     Document Type: Conference Paper
Times cited : (13)

References (13)
  • 1
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    • Controlled McKean-Vlasov equations
    • N. U. Ahmed and X. Ding, "Controlled McKean-Vlasov equations". Commun. Appl. Anal., vol. 5, no. 2, 183-206, 2001.
    • (2001) Commun. Appl. Anal. , vol.5 , Issue.2 , pp. 183-206
    • Ahmed, N.U.1    Ding, X.2
  • 2
    • 79958262462 scopus 로고    scopus 로고
    • A maximum principle for SDEs of mean-field type
    • D. Andersson and B. Djehiche, "A maximum principle for SDEs of mean-field type". Appl. Math. Optim., vol. 63, pp. 341-356, 2011.
    • (2011) Appl. Math. Optim. , vol.63 , pp. 341-356
    • Andersson, D.1    Djehiche, B.2
  • 3
    • 80052971337 scopus 로고    scopus 로고
    • A general maximum principle for SDEs of mean-field type
    • R. Buckdahn, B. Djehiche and J. Li, "A general maximum principle for SDEs of mean-field type". Appl. Math. Optim., vol. 64, pp. 197-216, 2011.
    • (2011) Appl. Math. Optim. , vol.64 , pp. 197-216
    • Buckdahn, R.1    Djehiche, B.2    Li, J.3
  • 4
    • 69749102885 scopus 로고    scopus 로고
    • Mean-field backward stochastic differential equations and related partial differential equations
    • R. Buckdahn, J. Li and S. G. Peng, "Mean-field backward stochastic differential equations and related partial differential equations". Stoch. Proc. Appl., vol. 119, no. 10, pp. 3133-3154, 2009.
    • (2009) Stoch. Proc. Appl. , vol.119 , Issue.10 , pp. 3133-3154
    • Buckdahn, R.1    Li, J.2    Peng, S.G.3
  • 6
    • 84856220494 scopus 로고    scopus 로고
    • Stochastic maximum principle in the mean-field controls
    • J. Li, "Stochastic maximum principle in the mean-field controls". Automatica, vol. 48, pp. 366-373, 2012.
    • (2012) Automatica , vol.48 , pp. 366-373
    • Li, J.1
  • 7
    • 84877611045 scopus 로고    scopus 로고
    • Forward-backward stochastic differential equations and their applications
    • Springer-Verlag
    • J. Ma and J. M. Yong, "Forward-Backward Stochastic Differential Equations and Their Applications. Lecture Notes in Math., vol. 1702, Springer-Verlag, 1999.
    • (1999) Lecture Notes in Math. , vol.1702
    • Ma, J.1    Yong, J.M.2
  • 9
    • 0025262967 scopus 로고
    • Adapted solution of a backward stochastic differential equation
    • E. Pardoux and S. G. Peng, "Adapted solution of a backward stochastic differential equation". Syst. Control Lett., vol. 14, pp. 55-61, 1990.
    • (1990) Syst. Control Lett. , vol.14 , pp. 55-61
    • Pardoux, E.1    Peng, S.G.2
  • 10
    • 0025462369 scopus 로고
    • A general stochastic maximum principle for optimal control problems
    • S. G. Peng, "A general stochastic maximum principle for optimal control problems". SIAM J. Control Optim., vol. 28, no. 4, pp. 966-979, 1990.
    • (1990) SIAM J. Control Optim. , vol.28 , Issue.4 , pp. 966-979
    • Peng, S.G.1
  • 13
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    • Sufficient conditions of optimality for stochastic systems with controllable diffusions
    • X. Y. Zhou, "Sufficient conditions of optimality for stochastic systems with controllable diffusions". IEEE Trans. Autom. Control, vol. 41, no. 8, pp. 1176-1179, 1996.
    • (1996) IEEE Trans. Autom. Control , vol.41 , Issue.8 , pp. 1176-1179
    • Zhou, X.Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.