Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes |
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Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (English)
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26 July 2019
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backward stochastic delay differential equation
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infinite horizon
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Lévy processes
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mean-field
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stochastic maximum principle
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Teugels martingales
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