A mean-field stochastic maximum principle via Malliavin calculus

Article Properties

Language

English
DOI (url)

10.1080/17442508.2011.651619
Publication Date

2012/02/10
Journal

Stochastics
Indian UGC (Journal)
Refrences

21
Citations

82
Thilo Meyer-Brandis a Center of Mathematics for Applications (CMA), University of Oslo , Box 1053 Blindern, N-0316, Oslo , Norway
Bernt Øksendal a Center of Mathematics for Applications (CMA), University of Oslo , Box 1053 Blindern, N-0316, Oslo , Norwayb Norwegian School of Economics and Business Administration (NHH) , Helleveien 30, N-5045, Bergen , Norway
Xun Yu Zhou c Mathematical Institute, University of Oxford , 24-29 St Giles', Oxford , OX1 3LB , UKd Department of Systems Engineering and Engineering Management , The Chinese University of Hong Kong , Shatin , Hong Kong

Cite

Meyer-Brandis, Thilo, et al. “A Mean-Field Stochastic Maximum Principle via Malliavin Calculus”. Stochastics, vol. 84, no. 5-6, 2012, pp. 643-66, https://doi.org/10.1080/17442508.2011.651619.

Meyer-Brandis, T., Øksendal, B., & Zhou, X. Y. (2012). A mean-field stochastic maximum principle via Malliavin calculus. Stochastics, 84(5-6), 643-666. https://doi.org/10.1080/17442508.2011.651619

Meyer-Brandis T, Øksendal B, Zhou XY. A mean-field stochastic maximum principle via Malliavin calculus. Stochastics. 2012;84(5-6):643-66.

Journal Categories

Science

Mathematics

Science

Mathematics

Probabilities

Mathematical statistics

Technology

Technology (General)

Industrial engineering

Management engineering

Applied mathematics

Quantitative methods

Refrences

Citations

Citations Analysis

Category	Category Repetition
Science: Mathematics	43
Technology: Engineering (General). Civil engineering (General)	40
Technology: Mechanical engineering and machinery	35
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods	31
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics	21

The first research to cite this article was titled A Mean-Field Necessary and Sufficient Conditions for Optimal Singular Stochastic Control and was published in 2013. The most recent citation comes from a 2023 study titled A Mean-Field Necessary and Sufficient Conditions for Optimal Singular Stochastic Control . This article reached its peak citation in 2015 , with 11 citations.It has been cited in 44 different journals, 11% of which are open access. Among related journals, the SIAM Journal on Control and Optimization cited this research the most, with 6 citations. The chart below illustrates the annual citation trends for this article.