{"paper":{"title":"Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"math.OC","authors_text":"Rainer Buckdahn, Shuai Jing","submitted_at":"2016-05-31T04:10:45Z","abstract_excerpt":"We study a class of mean-field stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $H\\in(1/2,1)$ and a related stochastic control problem. We derive a Pontryagin type maximum principle and the associated adjoint mean-field backward stochastic differential equation driven by a classical Brownian motion, and we prove that under certain assumptions, which generalise the classical ones, the necessary condition for the optimality of an admissible control is also sufficient."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1605.09488","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}