A STOCHASTIC MAXIMUM PRINCIPLE FOR GENERAL MEAN-FIELD SYSTEM WITH CONSTRAINTS
| dc.contributor.author | Shahlar Meherrem | |
| dc.contributor.author | Mokhtar Hafayed | |
| dc.date.accessioned | 2025-10-06T17:48:33Z | |
| dc.date.issued | 2025 | |
| dc.description.abstract | In this paper we study the optimal control of a general mean-field stochastic differential equation with constraints. We establish a set of necessary conditions for the optimal control where the coefficients of the controlled system depend nonlinearly on both the state process as well as of its probability law. The control domain is not necessarily convex. The proof of our main result is based on the first-order and second-order derivatives with respect to measure in the Wasserstein space of probability measures and the variational principle. We prove Peng’s type necessary optimality conditions for a general mean-field system under state constraints. Our result generalizes the stochastic maximum principle of Buckdahn et al. [2] to the case with constraints. © 2025 Elsevier B.V. All rights reserved. | |
| dc.identifier.doi | 10.3934/naco.2024006 | |
| dc.identifier.issn | 21553289, 21553297 | |
| dc.identifier.issn | 2155-3289 | |
| dc.identifier.issn | 2155-3297 | |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-105005707967&doi=10.3934%2Fnaco.2024006&partnerID=40&md5=1be4a32575633872c9f46258c725ce90 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/7977 | |
| dc.language.iso | English | |
| dc.publisher | American Institute of Mathematical Sciences | |
| dc.relation.ispartof | Numerical Algebra, Control and Optimization | |
| dc.source | Numerical Algebra Control and Optimization | |
| dc.subject | Maximum Principle, Second-order Derivative With Respect To Measures, Stochastic Control, Stochastic Differential Equations Of Mean-field Type, Variational Principle | |
| dc.title | A STOCHASTIC MAXIMUM PRINCIPLE FOR GENERAL MEAN-FIELD SYSTEM WITH CONSTRAINTS | |
| dc.type | Article | |
| dspace.entity.type | Publication | |
| gdc.bip.impulseclass | C5 | |
| gdc.bip.influenceclass | C5 | |
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| gdc.coar.type | text::journal::journal article | |
| gdc.collaboration.industrial | false | |
| gdc.description.endpage | 578 | |
| gdc.description.startpage | 565 | |
| gdc.description.volume | 15 | |
| gdc.identifier.openalex | W4392113036 | |
| gdc.index.type | Scopus | |
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| gdc.oaire.impulse | 0.0 | |
| gdc.oaire.influence | 2.3811355E-9 | |
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| gdc.oaire.keywords | variational principle | |
| gdc.oaire.keywords | equations of mean-field type | |
| gdc.oaire.keywords | maximum principle | |
| gdc.oaire.keywords | second-order derivative with respect to measures | |
| gdc.oaire.keywords | stochastic differential | |
| gdc.oaire.keywords | Optimal stochastic control | |
| gdc.oaire.keywords | stochastic control | |
| gdc.oaire.keywords | Stochastic ordinary differential equations (aspects of stochastic analysis) | |
| gdc.oaire.popularity | 2.5970819E-9 | |
| gdc.oaire.publicfunded | false | |
| gdc.openalex.collaboration | International | |
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| oaire.citation.endPage | 578 | |
| oaire.citation.startPage | 565 | |
| person.identifier.scopus-author-id | Meherrem- Shahlar (55646944800), Hafayed- Mokhtar (36245200100) | |
| project.funder.name | The authors are particularly grateful to the associate editor and the anonymous referees for their constructive corrections and suggestions which helped us to improve the manuscript considerably. The second author was partially supported by Algerian PRFU Project Grant C00L03UN070120220002. | |
| publicationissue.issueNumber | 3 | |
| publicationvolume.volumeNumber | 15 | |
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