Open AccessA necessary condition for mean-field type stochastic differential equations with correlated state and observation noises
Author(s) -
Haiyan Zhang
Publication year - 2016
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016.12.1287
Subject(s) - stochastic differential equation , mathematics , optimal control , type (biology) , stochastic control , dual (grammatical number) , state (computer science) , bellman equation , differential (mechanical device) , regular polygon , maximum principle , mathematical optimization , algorithm , physics , art , ecology , geometry , literature , biology , thermodynamics
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