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Stochastic Optimal Control Of Systems Driven By Stochastic Differential Equations Of Mean-Field Type With Irregular Drift Coefficients
Tchoumegne, Sorelle Murielle Toukam
(
University of Cape Coast
,
2023-11
)
Stochastic Optimal Control Of Systems Driven By Stochastic Differential Equations Of Mean-Field Type With Irregular Drift Coefficients
Tchoumegne, Sorelle Murielle Toukam
(
University of Cape Coast
,
2023-11
)
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Author
Tchoumegne, Sorelle Murielle Toukam (2)
Subject
First Variation Process (in the Sobolev sense), Irregular Drift Coefficient Mean-Field Stochastic Differential Equation Stochastic Maximum Principle Time-Space Local Time Weak Differentiability (1)
First Variation Process (in the Sobolev sense), Irregular Drift Coefficient, Mean-Field Stochastic Di_erential Equation, Stochastic Maximum Principle, Time-Space Local Time, Weak Di_erentiability (1)
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Date Issued
2023 (2)