Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes
DOI10.1007/S40304-018-0143-ZzbMATH Open1419.49008OpenAlexW2883538208MaRDI QIDQ2316092FDOQ2316092
Authors: Yanyan Li 
Publication date: 26 July 2019
Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40304-018-0143-z
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stochastic maximum principleTeugels martingalesinfinite horizonmean-fieldbackward stochastic delay differential equationLévy processes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Maximum principles in context of PDEs (35B50) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimal stochastic control (93E20)
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