Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory
Author:
Affiliation:
1. Department of Applied Mathematics, Yazd University, Yazd, Iran
2. Department of Applied Mathematics, Tarbiat Modares University, Tehran, Iran
Funder
Yazd University
Publisher
Informa UK Limited
Subject
Computer Science Applications,Control and Systems Engineering
Link
https://www.tandfonline.com/doi/pdf/10.1080/00207179.2020.1800822
Reference35 articles.
1. A Maximum Principle for Infinite Horizon Delay Equations
2. Infinite horizon optimal control of forward–backward stochastic differential equations with delay
3. Characteristic functions of differential equations with deviating arguments
4. Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
5. A General Stochastic Maximum Principle for SDEs of Mean-field Type
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