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dc.contributor.authorAoun, Salimaen_US
dc.contributor.authorLazhar, Tameren_US
dc.date.accessioned2024-01-08T18:35:01Z
dc.date.available2024-01-08T18:35:01Z
dc.date.issued2024-01
dc.identifier.citationAoun, S. & Lazhar, T. (2024). A stochastic maximum principle for general mean-field backward doubly stochastic control. TWMS Journal Of Applied And Engineering Mathematics, 14(1), 353-367.en_US
dc.identifier.issn2146-1147en_US
dc.identifier.issn2587-1013en_US
dc.identifier.urihttp://belgelik.isikun.edu.tr/xmlui/handle/iubelgelik/5875
dc.identifier.urihttps://jaem.isikun.edu.tr/web/index.php/archive/123-vol14no1/1178
dc.description.abstractIn this paper we study the optimal control problems of general MckeanVlasov for backward doubly stochastic differential equations (BDSDEs), in which the coefficients depend on the state of the solution process as well as of its law. We establish a stochastic maximum principle on the hypothesis that the control field is convex. For example, an example of a control problem is offered and solved using the primary result.en_US
dc.language.isoenen_US
dc.publisherIşık University Pressen_US
dc.relation.ispartofTWMS Journal Of Applied And Engineering Mathematicsen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectBackward doubly stochastic differential equationsen_US
dc.subjectOptimal controlen_US
dc.subjectMcKeanVlasov differential equationsen_US
dc.subjectProbability measureen_US
dc.subjectDerivative with respect to measureen_US
dc.titleA stochastic maximum principle for general mean-field backward doubly stochastic controlen_US
dc.typeArticleen_US
dc.description.versionPublisher's Versionen_US
dc.identifier.volume14
dc.identifier.issue1
dc.identifier.startpage353
dc.identifier.endpage367
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Başka Kurum Yazarıen_US
dc.indekslendigikaynakScopusen_US
dc.indekslendigikaynakEmerging Sources Citation Index (ESCI)en_US


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