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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 91, 2019 - Issue 7: Hammamet Stochastic Analysis 2017
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Articles

Mean-field stochastic control with elephant memory in finite and infinite time horizon

Nacira AgramDepartment of Mathematics, University of Oslo, Oslo, Norway;Department of Mathematics, Linnaeus University (LNU), Växjö, SwedenView further author information
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Bernt ØksendalDepartment of Mathematics, University of Oslo, Oslo, NorwayCorrespondence[email protected]
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Pages 1041-1066 | Received 25 Apr 2018, Accepted 20 Jun 2019, Published online: 02 Jul 2019

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