General Pontryagin’s stochastic maximum principle of controlled McKean-Vlasov equations with anticipating law is obtained, and the associated new type of delayed backward equations with implicit terminal condition is studied.
Nacira Agram: Stochastic optimal control of McKean-Vlasov equations with anticipating law
Dr. Nacira Agram (University of Biskra, Algeria) gives a lecture with the title: Stochastic optimal control of McKean-Vlasov equations with anticipating law.
Published May 23, 2016 5:51 PM