On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type
Özet
In this paper, we establish general necessary optimality conditions for stochastic continuous-singular control of McKean-Vlasov type equations. The coefficients of the state equation depend on the state of the solution process as well as of its probabilit
Bağlantı
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85083397243&doi=10.1002%2fmma.6392&partnerID=40&md5=7e50cafd9f58aaa33b204bcb942b353ehttps://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/9613
Koleksiyonlar
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