On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019)
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scientific article; zbMATH DE number 6560489
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| English | On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes |
scientific article; zbMATH DE number 6560489 |
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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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0.9490452
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0.9467081
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0.92905235
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0.9261114
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0.92167735
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