Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps
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Publication:2415098
DOI10.1016/J.EJCON.2018.04.003zbMATH Open1412.93096OpenAlexW2800937216WikidataQ129910414 ScholiaQ129910414MaRDI QIDQ2415098FDOQ2415098
Authors: Heping Ma 
Publication date: 20 May 2019
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2018.04.003
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Cited In (10)
- Optimal control for stochastic differential delay equations with Poisson jumps and applications
- Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes
- Sufficient maximum principle for stochastic optimal control problems with general delays
- Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays
- Receding horizon control for continuous-time mean-field systems
- Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays
- Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system
- \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump
- Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory
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