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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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2024-03-01
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| Serie: | Mathematics |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/2227-7390/12/7/1050 |
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