On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures |
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On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (English)
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14 March 2016
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Teugels martingales measures
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singular stochastic control
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mean-field systems
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Lévy processes
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partial-information
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necessary and sufficient conditions of optimality
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