Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information

DOI10.1002/oca.2602zbMath1469.93124OpenAlexW3023318830MaRDI QIDQ5003597

Bixuan Yang, Jin-biao Wu

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.2602

zbMATH Keywords

stochastic optimal controlstochastic maximum principleteugels martingalemean-field anticipated backward stochastic differential equationmean-field stochastic differential delay equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic functional-differential equations (34K50) Control/observation systems governed by ordinary differential equations (93C15)

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