Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092)
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scientific article; zbMATH DE number 7086135
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| English | Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes |
scientific article; zbMATH DE number 7086135 |
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Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (English)
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26 July 2019
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backward stochastic delay differential equation
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infinite horizon
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Lévy processes
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mean-field
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stochastic maximum principle
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Teugels martingales
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0.8871824145317078
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0.8811211585998535
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0.839438796043396
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0.8334318399429321
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