Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps-Reference-Cited by-同舟云学术

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Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps

Published:2021-08-06 Issue: Volume: Page:1-12
ISSN:0020-7179
Container-title:International Journal of Control
language:en
Short-container-title:International Journal of Control

Author:

Miloudi Hakima¹,Meherrem Shahlar²³^ORCID,Eddine Lakhdari Imad¹,Hafayed Mokhtar¹^ORCID

Affiliation:

1. Laboratory of Mathematical Analysis, Probability and Optimizations, Biskra University, Biskra, Algeria

2. Department of Mathematics, Faculty of Science and Letters, Yasar University, Izmir, Turkey

3. Institute of Control Systems, Azerbaijan National Academy of Sciences, Baku, Azerbaijan

Publisher

Informa UK Limited

Subject

Computer Science Applications,Control and Systems Engineering

Link

https://www.tandfonline.com/doi/pdf/10.1080/00207179.2021.1961020

Reference23 articles.

1. Discrete-time approximation of decoupled Forward–Backward SDE with jumps

2. A Stochastic Maximum Principle for General Mean-Field Systems

4. Optimal Control of Partially Observable Diffusions

5. On optimal solutions of general continuous‐singular stochastic control problem of McKean‐Vlasov type

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1. Stochastic maximum principle for partially observed optimal control problem of McKean–Vlasov FBSDEs with Teugels martingales;Random Operators and Stochastic Equations;2024-06-20

2. Numerical simulation of time-dependent viscous fluid flow with upward and downward fluctuation of spinning disk;Boletim da Sociedade Paranaense de Matemática;2024-05-28

3. Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance;Boletim da Sociedade Paranaense de Matemática;2024-05-28

4. A Stochastic Maximum Principle for Partially Observed Optimal Control Problem of Mckean–Vlasov FBSDEs with Random Jumps;Bulletin of the Iranian Mathematical Society;2023-08-23

5. On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach;Mathematical Methods in the Applied Sciences;2022-05-16

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