Impulse control of conditional McKean-Vlasov jump diffusions
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Publication:6151590
DOI10.1007/s10957-023-02370-6arXiv2301.01506MaRDI QIDQ6151590
Giulia Pucci, Nacira Agram, Bernt Øksendal
Publication date: 11 March 2024
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.01506
Variational inequalities (49J40) Markov processes (60J99) Optimality conditions (49K99) Impulsive optimal control problems (49N25)
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