A STOCHASTIC MAXIMUM PRINCIPLE FOR GENERAL MEAN-FIELD BACKWARD DOUBLY STOCHASTIC CONTROL.

In this paper we study the optimal control problems of general Mckean-Vlasov for backward doubly stochastic differential equations (BDSDEs), in which the coefficients depend on the state of the solution process as well as of its law. We establish a stochastic maximum principle on the hypothesis that the control field is convex. For example, an example of a control problem is offered and solved using the primary result. [ABSTRACT FROM AUTHOR]