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...
I tiakina i:
| Ngā kaituhi matua: | , , |
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| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
MDPI AG
2024-03-01
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| Rangatū: | Mathematics |
| Ngā marau: | |
| Urunga tuihono: | https://www.mdpi.com/2227-7390/12/7/1050 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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