Open AccessMaximum Principle for Mean-Field FBSDEs with Mixed Initial-Terminal Conditions
Author(s) -
Ruijing Li
Publication year - 2022
Publication title -
mathematical problems in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.262
H-Index - 62
eISSN - 1026-7077
pISSN - 1024-123X
DOI - 10.1155/2022/6019460
Subject(s) - maximum principle , mathematics , terminal (telecommunication) , variational principle , optimal control , mean field theory , quadratic equation , reduction (mathematics) , mathematical optimization , domain (mathematical analysis) , field (mathematics) , diffusion , mathematical analysis , computer science , pure mathematics , geometry , physics , telecommunications , quantum mechanics , thermodynamics
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