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 of mean-field backward doubly stochastic systems driven by Itô-Lévy processes

International Journal of Control ◽

10.1080/00207179.2018.1502473 ◽

2018 ◽

Vol 93 (4) ◽

pp. 953-970 ◽

Author(s):

Jinbiao Wu ◽

Zaiming Liu

Keyword(s):

Optimal Control ◽

Lévy Processes ◽

Stochastic Systems ◽

Levy Processes ◽

Doubly Stochastic

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A Mean-Field Optimal Control for Fully Coupled Forward-Backward Stochastic Control Systems with Lévy Processes

Journal of Systems Science and Complexity ◽

10.1007/s11424-021-0077-5 ◽

2021 ◽

Author(s):

Zhen Huang ◽

Ying Wang ◽

Xiangrong Wang

Keyword(s):

Optimal Control ◽

Control Systems ◽

Stochastic Control ◽

Lévy Processes ◽

Levy Processes ◽

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Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes

Applied Mathematics-A Journal of Chinese Universities ◽

10.1007/s11766-014-3171-9 ◽

2014 ◽

Vol 29 (1) ◽

pp. 67-85 ◽

Author(s):

Na Li ◽

Zhen Wu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Optimal Control ◽

Lévy Processes ◽

Levy Processes ◽

Stochastic Optimal Control Problem

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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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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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Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes

Science in China Series F Information Sciences ◽

10.1007/s11432-009-0191-9 ◽

2009 ◽

Vol 52 (11) ◽

pp. 1982-1992 ◽

Author(s):

QingXin Meng ◽

MaoNing Tang

Keyword(s):

Optimal Control ◽

Lévy Processes ◽

Stochastic Systems ◽

Sufficient Conditions ◽

Levy Processes ◽

Necessary And Sufficient Conditions ◽

Necessary And Sufficient

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A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information

Science in China Series A Mathematics ◽

10.1007/s11425-009-0114-7 ◽

2009 ◽

Vol 52 (7) ◽

pp. 1579-1588 ◽

Author(s):

QingXin Meng

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Systems ◽

Partial Information ◽

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Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information

IEEE Transactions on Automatic Control ◽

10.1109/tac.2013.2273265 ◽

2014 ◽

Vol 59 (2) ◽

pp. 522-528 ◽

Author(s):

Guangchen Wang ◽

Chenghui Zhang ◽

Weihai Zhang

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Partial Information ◽

Stochastic Maximum Principle ◽

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Infinite horizon mean-field type relaxed optimal control with Lévy processes

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2018.05.023 ◽

2018 ◽

Vol 51 (1) ◽

pp. 136-141

Author(s):

R. Deepa ◽

P. Muthukumar

Keyword(s):

Optimal Control ◽

Lévy Processes ◽

Infinite Horizon ◽

Levy Processes ◽

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The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes

Journal of Systems Science and Complexity ◽

10.1007/s11424-018-7300-z ◽

2019 ◽

Vol 32 (4) ◽

pp. 997-1018 ◽

Author(s):

Wencan Wang ◽

Jinbiao Wu ◽

Zaiming Liu

Keyword(s):

Optimal Control ◽

Lévy Processes ◽

Stochastic Systems ◽

Levy Processes ◽

Doubly Stochastic ◽

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