Shahlar Meherrem

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach Mathematical Methods in the Applied Sciences	2023-12-21	Paper
Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions Communications in Mathematics and Statistics	2023-10-31	Paper
Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps International Journal of Control	2022-12-08	Paper
On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type Mathematical Methods in the Applied Sciences	2020-11-09	Paper
On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures International Journal of Control	2020-06-04	Paper
Maximum principle for optimal control of McKean-Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law Optimal Control Applications & Methods	2019-10-29	Paper
Optimal control problem for switched system with the nonsmooth cost functional Abstract and Applied Analysis	2019-08-16	Paper
Numerical solution of linear-quadratic optimal control problems for switching systems Miskolc Mathematical Notes	2019-06-12	Paper
On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions Optimal Control Applications & Methods	2018-09-06	Paper

Research outcomes over time

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