Controlled Reflected McKean–Vlasov SDEs and Neumann Problem for Backward SPDEs

This paper is concerned with the stochastic optimal control problem of a 1-dimensional McKean–Vlasov stochastic differential equation (SDE) with reflection, of which the drift coefficient and diffusion coefficient can be both dependent on the state of the solution process along with its law and cont...

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Autors principals:	Li Ma, Fangfang Sun, Xinfang Han
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2024-03-01
Col·lecció:	Mathematics
Matèries:	optimal control reflected McKean–Vlasov SDE lifted function backward stochastic partial differential equation Neumann problem
Accés en línia:	https://www.mdpi.com/2227-7390/12/7/1050
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