Monographie imprimée

On optimal stochastic control problem of McKean-Vlasov type with some applications via the derivative with respect the law of probability

Lina Guenane, Auteur ; Mokhtar Hafayad, Directeur de thèse | Biskra [Algérie] : Faculté des Sciences Exactes et des Sciences de la Nature et de la Vie, Université Mohamed Khider | 2021

In this thesis, we study the optimal stochastic control for systems governed by McKean- Vlasov stochastic differential equation. of mean-field type. The central theme is the necessary conditions in the form of the Pontryagin’s stochastic maximum[...]

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