Lina GuenaneMokhtar HafayedShahlar MeherremSyed AbbasGuenane, LinaHafayed, MokhtarMeherrem, ShahlarAbbas, Syed2025-10-0620200170-42141099-147610.1002/mma.63922-s2.0-85083397243http://dx.doi.org/10.1002/mma.6392https://gcris.yasar.edu.tr/handle/123456789/7449https://doi.org/10.1002/mma.6392In this paper we establish general necessary optimality conditions for stochastic continuous-singular control of McKean-Vlasov type equations. The coefficients of the state equation depend on the state of the solution process as well as of its probability law and the control variable. The coefficients of the system are nonlinear and depend explicitly on the absolutely continuous component of the control. The control domain under consideration is not assumed to be convex. The proof of our main result is based on the first- and second-order derivatives with respect to measure in Wasserstein space of probability measures and by using variational method.Englishinfo:eu-repo/semantics/closedAccessmaximum principle, optimal stochastic continuous-singular control, second-order derivative with respect to measure, stochastic differential equation of McKean-Vlasov typeMAXIMUM PRINCIPLE, DIFFERENTIAL-EQUATIONS, SYSTEMS, DELAY, 2ND-ORDEROptimal Stochastic Continuous-Singular ControlStochastic Differential Equation of McKean-Vlasov TypeMaximum PrincipleSecond-Order Derivative with Respect to MeasureArticle