A Stochastic Maximum Principle for General Mean-Field Systems

By Rainer Buckdahn, Juan Li, Jin Ma. Applied Mathematics and Optimization, 2016

86 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/dbec8d9642263fca25336c18e7bc4b05ddc0a3ce