Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes
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Cited in
(4)- Infinite horizon optimal control of forward-backward stochastic system driven by Teugels martingales with Lévy processes
- Infinite horizon optimal control for mean-field stochastic delay systems driven by Teugels martingales under partial information
- Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes
- Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system
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