Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information (Q5003597): Difference between revisions
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Latest revision as of 21:09, 19 March 2024
scientific article; zbMATH DE number 7373817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information |
scientific article; zbMATH DE number 7373817 |
Statements
Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information (English)
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22 July 2021
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mean-field anticipated backward stochastic differential equation
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mean-field stochastic differential delay equation
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stochastic maximum principle
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stochastic optimal control
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teugels martingale
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