{
  "id": "1604.03582",
  "version": "v1",
  "published": "2016-04-12T20:54:17.000Z",
  "updated": "2016-04-12T20:54:17.000Z",
  "title": "Stochastic optimal control of McKean-Vlasov equations with anticipating law",
  "authors": [
    "Nacira Agram"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-04-12T20:54:17.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic optimal control",
      "anticipating law",
      "generalise pontryagins stochastic maximum principle",
      "implicit terminal condition",
      "controlled mckean-vlasov equations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2016arXiv160403582A"
    }
  }
}