Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes |
scientific article |
Statements
Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (English)
0 references
29 May 2019
0 references
infinite-horizon
0 references
mean field optimal control
0 references
relaxed control
0 references
semi-Markov modulated jump-diffusion processes
0 references
stochastic maximum principle
0 references
0 references
0 references
0 references
0 references