加载中…
2016-04-12
Stochastic optimal control of McKean-Vlasov equations with anticipating law
Nacira Agram
文献摘要
In this paper, we generalise Pontryagin’s stochastic maximum principle to controlled McKean-Vlasov equations with anticipating law. The associated new type of delayed backward equations with implicit terminal condition is studied.
讨论
0讲解博客
生成讲解博客的中文版本
AI智能校验
生成AI智能校验的中文版本