Partially information of the maximum value of mean field stochastic differential delay equation under the principle
Studied the partial information of the maximum value of average field stochastic differential delay equation based on partial information.By introducing mean-field theory and time-delay systems into stochastic differential equations,we have constructed time-delayed mean-field type stochastic differential equations and mean-field type utility functions.Average delay in satisfy Lipschitz condition,existence and uniqueness theorem of solutions of stochastic differential equations.Furthermore,under the assumption that the control set is a convex set,we have used the variational method to derive the maximum principle of time-delayed mean-field stochastic differential equations based on partial information and provided its proof.
delay mean fieldthe existence and uniqueness of solutionvariational methodstochastic maximum principle
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维普
