On optimal solutions of general continuous‐singular stochastic control problem of McKean‐Vlasov type-Reference-Cited by-同舟云学术

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

Published:2020-04-16 Issue:10 Volume:43 Page:6498-6516
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math Meth Appl Sci

Author:

Guenane Lina¹,Hafayed Mokhtar¹^ORCID,Meherrem Shahlar²,Abbas Syed³^ORCID

Affiliation:

1. Laboratory of Mathematical Analysis, Probabilities and OptimizationsUniversity of Biskra Po. Box 145, Biskra Algeria

2. Department of MathematicsYasar University, University aven Agaclı Yol No. 35‐57 Izmir Turkey

3. School of Basic SciencesIndian Institute of Technology Mandi Mandi H.P. 175001 India

Publisher

Wiley

Subject

General Engineering,General Mathematics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.6392

Reference32 articles.

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

2. Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information

3. Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach

4. On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes

5. On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures

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1. 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

2. 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

3. A stochastic maximum principle for general mean-field system with constraints;Numerical Algebra, Control and Optimization;2024

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

5. Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps;International Journal of Control;2021-08-06

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