On optimal singular control problem for general Mckean-Vlasov differential equations: Necessary and sufficient optimality conditions
Abstract
In this paper, we derive the necessary and sufficient conditions for optimal singular control for systems governed by general controlled McKean-Vlasov differential equations, in which the coefficients depend on the state of the solution process as well as
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https://www.scopus.com/inward/record.uri?eid=2-s2.0-85048059713&doi=10.1002%2foca.2403&partnerID=40&md5=06c1baf4d9d6ffba5c96838f136633f8https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/9976
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