|
|||||
|
|
Model uncertainty stochastic mean-field control |
|
| Authors: | Nacira Agram |
| Institution: | 1. Department of Mathematics, University of Oslo, Oslo, Norway;2. University of Biskra, Biskra, Algeria |
| Abstract: | |
| Keywords: | Mean-field stochastic differential equation measure-valued optimal control model uncertainty stochastic differential game stochastic maximum principle operator-valued backward stochastic differential equation optimal consumption of a mean-field cash flow under model uncertainty |