Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps
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Publication:2415098
DOI10.1016/j.ejcon.2018.04.003zbMath1412.93096OpenAlexW2800937216MaRDI QIDQ2415098
Publication date: 20 May 2019
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2018.04.003
Related Items
Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays, \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump, Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory, Sufficient maximum principle for stochastic optimal control problems with general delays
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