| A Stochastic Maximum Principle for General Mean-Field Systems | |
| Buckdahn, Rainer; Li, Juan; Ma, Jin | |
| 刊名 | APPLIED MATHEMATICS AND OPTIMIZATION
 |
| 2016 | |
| 卷号 | 74期号:3页码:507-534 |
| 关键词 | Stochastic control Maximum principle Mean-field SDE McKean-Vlasov equation |
| DOI | 10.1007/s00245-016-9394-9 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4703923 |
| 专题 | 山东大学 |
| 作者单位 | 1.Univ Bretagne Occidentale, Dept Math, 6,Ave Victor le Gorgeu,BP 809, F-29285 Brest, France. 2.Shandong Univ, Sc |
| 推荐引用方式 GB/T 7714 | Buckdahn, Rainer,Li, Juan,Ma, Jin. A Stochastic Maximum Principle for General Mean-Field Systems[J]. APPLIED MATHEMATICS AND OPTIMIZATION,2016,74(3):507-534. |
| APA | Buckdahn, Rainer,Li, Juan,&Ma, Jin.(2016).A Stochastic Maximum Principle for General Mean-Field Systems.APPLIED MATHEMATICS AND OPTIMIZATION,74(3),507-534. |
| MLA | Buckdahn, Rainer,et al."A Stochastic Maximum Principle for General Mean-Field Systems".APPLIED MATHEMATICS AND OPTIMIZATION 74.3(2016):507-534. |
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