Infinite horizon optimal control for mean-field stochastic delay systems driven by Teugels martingales under partial information
DOI10.1002/OCA.2602zbMATH Open1469.93124OpenAlexW3023318830MaRDI QIDQ5003597FDOQ5003597
Authors: Bixuan Yang, Jinbiao Wu 
Publication date: 22 July 2021
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2602
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stochastic maximum principlestochastic optimal controlteugels martingalemean-field anticipated backward stochastic differential equationmean-field stochastic differential delay equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)
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