Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104)

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Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes
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    Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (English)
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    29 May 2019
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    infinite-horizon
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    mean field optimal control
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    relaxed control
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    semi-Markov modulated jump-diffusion processes
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    stochastic maximum principle
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