A General Maximum Principle for Discrete Fractional Stochastic Control System of Mean-Field Type
In this paper, we investigate a general maximum principle for discrete fractional stochastic difference system of mean-field type. The admissible control domain is nonconvex. We give Malliavin calculus for discrete-time case to deal with the fractional terms. The maximum principle of general type is...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2024/3386753 |
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