Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information

Optimal Control Applications and Methods ◽

10.1002/oca.2602 ◽

2020 ◽

Vol 41 (5) ◽

pp. 1371-1397

Author(s):

Bixuan Yang ◽

Jinbiao Wu

Keyword(s):

Optimal Control ◽

Partial Information ◽

Infinite Horizon ◽

Delay Systems ◽

Stochastic Delay ◽

Teugels Martingales

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Mean-Field, Infinite Horizon, Optimal Control of Nonlinear Stochastic Delay System Governed by Teugels Martingales Associated with Lévy Processes

Communications in Mathematics and Statistics ◽

10.1007/s40304-018-0143-z ◽

2018 ◽

Vol 7 (2) ◽

pp. 163-180 ◽

Author(s):

P. Muthukumar ◽

R. Deepa

Keyword(s):

Optimal Control ◽

Lévy Processes ◽

Infinite Horizon ◽

Levy Processes ◽

Delay System ◽

Stochastic Delay ◽

Teugels Martingales

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Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information

European Journal of Control ◽

10.1016/j.ejcon.2017.04.001 ◽

2017 ◽

Vol 36 ◽

pp. 43-50 ◽

Author(s):

Heping Ma ◽

Bin Liu

Keyword(s):

Differential Equation ◽

Optimal Control ◽

Optimal Control Problem ◽

Delay Differential Equation ◽

Partial Information ◽

Infinite Horizon ◽

Stochastic Delay ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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Optimal Control Problem for Risk-Sensitive Mean-Field Stochastic Delay Differential Equation with Partial Information

Asian Journal of Control ◽

10.1002/asjc.1570 ◽

2017 ◽

Vol 19 (6) ◽

pp. 2097-2115 ◽

Author(s):

Heping Ma ◽

Bin Liu

Keyword(s):

Differential Equation ◽

Optimal Control ◽

Optimal Control Problem ◽

Delay Differential Equation ◽

Partial Information ◽

Stochastic Delay ◽

Risk Sensitive ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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Partial information optimal control of mean-field forward–backward stochastic system driven by Teugels martingales with applications

Neurocomputing ◽

10.1016/j.neucom.2016.03.002 ◽

2016 ◽

Vol 200 ◽

pp. 11-21 ◽

Author(s):

Mokhtar Hafayed ◽

Messaoud Ghebouli ◽

Samira Boukaf ◽

Yan Shi

Keyword(s):

Optimal Control ◽

Stochastic System ◽

Partial Information ◽

Teugels Martingales

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On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures

International Journal of Control ◽

10.1080/00207179.2018.1489148 ◽

2018 ◽

Vol 93 (5) ◽

pp. 1053-1062 ◽

Author(s):

Mokhtar Hafayed ◽

Shahlar Meherrem

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Teugels Martingales

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Infinite horizon optimal control of mean-field forward–backward delayed systems with Poisson jumps

European Journal of Control ◽

10.1016/j.ejcon.2018.04.003 ◽

2019 ◽

Vol 46 ◽

pp. 14-22 ◽

Author(s):

Heping Ma

Keyword(s):

Optimal Control ◽

Infinite Horizon ◽

Poisson Jumps ◽

Delayed Systems

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Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory

International Journal of Control ◽

10.1080/00207179.2020.1800822 ◽

2020 ◽

pp. 1-9

Author(s):

Ali Delavarkhalafi ◽

A. S. Fatemion Aghda ◽

Mahdieh Tahmasebi

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Stochastic Systems ◽

Infinite Horizon ◽

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Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach

Journal of Optimization Theory and Applications ◽

10.1007/s10957-013-0484-4 ◽

2013 ◽

Vol 167 (3) ◽

pp. 998-1031 ◽

Author(s):

Olivier Menoukeu Pamen

Keyword(s):

Optimal Control ◽

Differential Game ◽

Model Uncertainty ◽

Delay Systems ◽

Stochastic Differential Game ◽

Stochastic Delay

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On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes

Journal of Optimization Theory and Applications ◽

10.1007/s10957-015-0762-4 ◽

2015 ◽

Vol 167 (3) ◽

pp. 1051-1069 ◽

Author(s):

Mokhtar Hafayed ◽

Syed Abbas ◽

Abdelmadjid Abba

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Lévy Processes ◽

Stochastic Systems ◽

Partial Information ◽

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Optimal control problems of mean-field forward-backward stochastic differential equations with partial information

2013 25th Chinese Control and Decision Conference (CCDC) ◽

10.1109/ccdc.2013.6561841 ◽

2013 ◽

Author(s):

Zuo Shanshan ◽

Min Hui

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Optimal Control Problems ◽

Partial Information ◽

Backward Stochastic Differential Equations ◽

Control Problems

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