On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019): Difference between revisions
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optimal stochastic control | |||
| Property / zbMATH Keywords: optimal stochastic control / rank | |||
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mean-field stochastic differential equation | |||
| Property / zbMATH Keywords: mean-field stochastic differential equation / rank | |||
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mean-field-type maximum principle | |||
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Teugels martingales | |||
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Lévy processes | |||
| Property / zbMATH Keywords: Lévy processes / rank | |||
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Brownian motion | |||
| Property / zbMATH Keywords: Brownian motion / rank | |||
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feedback control | |||
| Property / zbMATH Keywords: feedback control / rank | |||
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Revision as of 13:38, 27 June 2023
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)
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29 March 2016
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optimal stochastic control
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mean-field stochastic differential equation
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mean-field-type maximum principle
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Teugels martingales
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Lévy processes
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Brownian motion
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feedback control
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