On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes |
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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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