Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes-Reference-Cited by-同舟云学术

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Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes

Published:2020-09-14 Issue:1 Volume:42 Page:110-125
ISSN:0143-2087
Container-title:Optimal Control Applications and Methods
language:en
Short-container-title:Optim Control Appl Meth

Author:

Deepa R.¹,Muthukumar P.²^ORCID,Hafayed Mokhtar³^ORCID

Affiliation:

1. Department of Mathematics Vel Tech High Tech Dr. Rangarajan Dr. Sakunthala Engineering College Avadi India

2. Department of Mathematics The Gandhigram Rural Institute (Deemed to be University) Gandhigram India

3. Laboratory of Mathématical Analysis, Probabilities and Optimizations Biskra University Biskra Algeria

Publisher

Wiley

Subject

Applied Mathematics,Control and Optimization,Software,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/oca.2665

Reference29 articles.

1. Non-zero-sum stochastic differential reinsurance and investment games with default risk

2. Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information

3. Robust Mean Field Games

4. A probabilistic weak formulation of mean field games and applications

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1. Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system;Journal of Mathematical Analysis and Applications;2025-02

2. Pareto Optimal Cooperative Control of Mean-Field Backward Stochastic Differential System in Finite Horizon;Dynamic Games and Applications;2024-05-31

3. Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays;Evolution Equations and Control Theory;2024

4. A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes;Mathematics;2023-07-09

5. Sufficient Maximum Principle for Stochastic Optimal Control Problems with General Delays;Journal of Optimization Theory and Applications;2022-01-28

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