Optimal Control of SDEs of McKean-Vlasov Type

Keyphrases

• Optimal Control 100%
• McKean-Vlasov 100%
• Control State 50%
• Maximum Principle 50%
• Probabilistic Analysis 50%
• Probability Measure 50%
• Optimal Control Problem 50%
• Mean Field Games 50%
• Pontryagin 50%
• Forward-backward Stochastic Differential Equations 50%
• Stochastic Maximum Principle 50%
• Solution Characterization 50%
• Nonlinear Stochastic Dynamical System 50%
• Principles-based 50%
• Linear-quadratic Model 50%
• Solution Construction 50%
• Differential Calculus 50%

Mathematics

• Optimal Control Theory 100%
• Stochastics 100%
• Dynamical System 50%
• Stochastic Differential Equation 50%
• Probability Measure 50%
• Optimal Control Problem 50%
• Quadratic Model 50%
• Differential Calculus 50%