Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information-Reference-Cited by-同舟云学术

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Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information

Published:2020-05-05 Issue:5 Volume:41 Page:1371-1397
ISSN:0143-2087
Container-title:Optimal Control Applications and Methods
language:en
Short-container-title:Optim Control Appl Meth

Author:

Yang Bixuan¹^ORCID,Wu Jinbiao²^ORCID

Affiliation:

1. School of Mathematics and Computational ScienceHunan First Normal University Changsha China

2. School of Mathematics and StatisticsCentral South University Changsha China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

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

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/oca.2602

Reference36 articles.

1. Stochastic Controls

2. A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications

3. Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes

4. Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes

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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. A Mean-Field Game for a Forward-Backward Stochastic System with Partial Observation and Common Noise;IEEE/CAA Journal of Automatica Sinica;2024-03

3. Receding horizon control for continuous‐time mean‐field systems;Asian Journal of Control;2023-09-13

4. A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise;Applied Mathematics and Computation;2023-06

5. The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon;ESAIM: Control, Optimisation and Calculus of Variations;2023

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