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

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Publication:5003474
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DOI10.1002/OCA.2665zbMath1469.93113OpenAlexW3088435023MaRDI QIDQ5003474

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Publication date: 22 July 2021

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2665


zbMATH Keywords

optimal controlNash equilibriuminfinite-horizonTeugels martingalesregime-switchingmean-field


Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)


Related Items (1)

Sufficient maximum principle for stochastic optimal control problems with general delays







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