Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes (Q5003474)

From MaRDI portal





scientific article; zbMATH DE number 7373675
Language Label Description Also known as
English
Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes
scientific article; zbMATH DE number 7373675

    Statements

    Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes (English)
    0 references
    22 July 2021
    0 references
    infinite-horizon
    0 references
    mean-field
    0 references
    Nash equilibrium
    0 references
    optimal control
    0 references
    regime-switching
    0 references
    Teugels martingales
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references