- Title
- Maximum principle for Mckean-Vlasov type semi-linear stochastic evolution equations
- Creator
- Li, Zhipeng; Wang, Bingchang; Zhang, Huanshui; Fu, Minyue; Cai, Qianqian
- Relation
- 2017 Chinese Automation Congress (CAC). Proceedings 2017 Chinese Automation Congress (CAC) (Jinan, China 20-22 October, 2017) p. 4787-4792
- Publisher Link
- http://dx.doi.org/10.1109/CAC.2017.8243626
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- conference paper
- Date
- 2017
- Description
- We investigate the optimal control problem with a final state constraint for the controlled Mckean-Vlasov type semi-linear stochastic evolution equations. By mean of Ekeland's variation principle, we give the maximum principle. It turns out that the form of the maximum principle is quite different from the one corresponding to the case of linear diffusion.
- Subject
- Ekeland's variation principle; maximum principle; linear diffusion; optimal control problem; final state constraint; Mckean-Vlasov type semilinear stochastic evolution equations
- Identifier
- http://hdl.handle.net/1959.13/1390719
- Identifier
- uon:33118
- Identifier
- ISBN:9781538635247
- Language
- eng
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