In this paper, we generalise Pontryagin's stochastic maximum principle to controlled McKean-Vlasov equations with anticipating law. The associated new type of delayed backward equations with implicit terminal condition is studied.
Path integral formulation of stochastic optimal control with generalized costs
Stochastic Optimal Control for Systems with Drifts of Bounded Variation: A Maximum Principle Approach
A Duality Framework for Stochastic Optimal Control of Complex Systems
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