Maximum principle for delayed stochastic mean-field control problem with state constraint
Abstract In this paper, we consider the optimal control problem for the mean-field stochastic differential equations with delay and state constraint. By virtue of the classical Ekeland’s variational principle, the duality method and a new type of mean-field anticipated backward stochastic differenti...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-08-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13662-019-2283-1 |