On optimal solutions of general continuous‐singular stochastic control problem of McKean‐Vlasov type
L Guenane, M Hafayed, S Meherrem… - … Methods in the …, 2020 - Wiley Online Library
In this paper, we establish general necessary optimality conditions for stochastic continuous‐
singular control of McKean‐Vlasov type equations. The coefficients of the state equation …
singular control of McKean‐Vlasov type equations. The coefficients of the state equation …