| dc.date.accessioned | 2018-09-18T10:51:26Z | |
| dc.date.available | 2018-09-30T22:31:10Z | |
| dc.date.created | 2018-01-31T21:55:03Z | |
| dc.date.issued | 2017 | |
| dc.identifier.citation | Agram, Nacira Engen Røse, Elin . Optimal control of forward–backward mean-field stochastic delayed systems. Afrika Matematika. 2017 | |
| dc.identifier.uri | http://hdl.handle.net/10852/64791 | |
| dc.description.abstract | We study methods for solving stochastic control problems of systems offorward–backward mean-field equations with delay, in finite and infinite time horizon.Necessary and sufficient maximum principles under partial information are given. The results are applied to solve a mean-field recursive utility optimal problem. | en_US |
| dc.language | EN | |
| dc.title | Optimal control of forward–backward mean-field stochastic delayed systems | en_US |
| dc.type | Journal article | en_US |
| dc.creator.author | Agram, Nacira | |
| dc.creator.author | Engen Røse, Elin | |
| cristin.unitcode | 185,15,13,35 | |
| cristin.unitname | Stokastisk analyse, finans, forsikring og risiko | |
| cristin.ispublished | true | |
| cristin.fulltext | preprint | |
| cristin.qualitycode | 1 | |
| dc.identifier.cristin | 1559850 | |
| dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Afrika Matematika&rft.volume=&rft.spage=&rft.date=2017 | |
| dc.identifier.jtitle | Afrika Matematika | |
| dc.identifier.pagecount | 26 | |
| dc.identifier.doi | http://dx.doi.org/10.1007/s13370-017-0532-6 | |
| dc.identifier.urn | URN:NBN:no-67323 | |
| dc.type.document | Tidsskriftartikkel | en_US |
| dc.source.issn | 1012-9405 | |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/64791/2/%255BAR%255D8.2.2018.MF-FBSDE.pdf | |
| dc.type.version | SubmittedVersion | |