Open AccessOn stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application
Author(s) -
Adel Chala,
Dahbia Hafayed
Publication year - 2020
Publication title -
evolution equations and control theory
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 19
eISSN - 2163-2480
pISSN - 2163-2472
DOI - 10.3934/eect.2020035
Subject(s) - stochastic control , optimal control , stochastic differential equation , mathematical optimization , portfolio , mathematics , optimization problem , computer science , economics , financial economics
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