On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:40, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes |
scientific article |
Statements
On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (English)
0 references
29 March 2016
0 references
optimal stochastic control
0 references
mean-field stochastic differential equation
0 references
mean-field-type maximum principle
0 references
Teugels martingales
0 references
Lévy processes
0 references
Brownian motion
0 references
feedback control
0 references
