Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes
DOI10.1007/s41478-018-0098-1zbMath1414.35268OpenAlexW2805152948MaRDI QIDQ2419104
Publication date: 29 May 2019
Published in: The Journal of Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s41478-018-0098-1
stochastic maximum principleinfinite-horizonrelaxed controlmean field optimal controlsemi-Markov modulated jump-diffusion processes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Maximum principles in context of PDEs (35B50) Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60)
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