Stochastic optimal control of McKean-Vlasov equations with anticipating law
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🧮 math.OC
keywords
equationsanticipatingmckean-vlasovstochasticassociatedbackwardconditioncontrol
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In this paper, we generalise Pontryagin's stochastic maximum principle to controlled McKean-Vlasov equations with anticipating law. The associated new type of delayed backward equations with implicit terminal condition is studied.
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