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	A general stochastic maximum principle for SDEs of mean-field type
	Buckdahn, R.; Djehiche, B.; Li, J.
刊名	Applied mathematics and optimization
	2011
卷号	64期号:2页码:197-216
关键词	Maximum principle McKean-Vlasov equation Mean-field SDE Stochastic control Time inconsistent control
DOI	10.1007/s00245-011-9136-y
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/5240377
专题	山东大学
作者单位	1.Département de Mathématiques, Université de Bretagne Occidentale, 6, avenue Victor-le-Gorgeu, Brest cedex 29285, France 2.Departme
推荐引用方式 GB/T 7714	Buckdahn, R.,Djehiche, B.,Li, J.. A general stochastic maximum principle for SDEs of mean-field type[J]. Applied mathematics and optimization,2011,64(2):197-216.
APA	Buckdahn, R.,Djehiche, B.,&Li, J..(2011).A general stochastic maximum principle for SDEs of mean-field type.Applied mathematics and optimization,64(2),197-216.
MLA	Buckdahn, R.,et al."A general stochastic maximum principle for SDEs of mean-field type".Applied mathematics and optimization 64.2(2011):197-216.

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