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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Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching

Applied Mathematics and Computation ◽

10.1016/j.amc.2006.06.112 ◽

2007 ◽

Vol 184 (2) ◽

pp. 451-463 ◽

Author(s):

Li Ronghua ◽

Chang Zhaoguang

Keyword(s):

Differential Equation ◽

Numerical Solution ◽

Delay Differential Equation ◽

Markovian Switching ◽

Stochastic Delay ◽

Poisson Jump ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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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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Boundedness and Exponential Stability for a Certain Third-Order Stochastic Delay Differential Equation

Dynamic Systems and Applications ◽

10.46719/dsa20202927 ◽

2020 ◽

Vol 29 (2) ◽

Author(s):

Ayman Mahmoud ◽

Cemil Tunc

Keyword(s):

Differential Equation ◽

Exponential Stability ◽

Delay Differential Equation ◽

Third Order ◽

Stochastic Delay ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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Global Stability of an Autonomous Stochastic Delay Differential Equation with Discontinuous Coefficients

Differential Equations ◽

10.1134/s0012266118060022 ◽

2018 ◽

Vol 54 (6) ◽

pp. 716-727

Author(s):

Ya. B. Zadvorny

Keyword(s):

Differential Equation ◽

Global Stability ◽

Delay Differential Equation ◽

Discontinuous Coefficients ◽

Stochastic Delay ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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Asymptotic Mean Square Stability Analysis for a Stochastic Delay Differential Equation

SICE Journal of Control Measurement and System Integration ◽

10.9746/jcmsi.5.127 ◽

2012 ◽

Vol 5 (3) ◽

pp. 127-132

Author(s):

Peng XUE ◽

Shigeru YAMAMOTO

Keyword(s):

Differential Equation ◽

Stability Analysis ◽

Delay Differential Equation ◽

Mean Square ◽

Stochastic Delay ◽

Mean Square Stability ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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A biologically motivated signal transmission approach based on stochastic delay differential equation

Chaos An Interdisciplinary Journal of Nonlinear Science ◽

10.1063/1.3227642 ◽

2009 ◽

Vol 19 (3) ◽

pp. 033135 ◽

Author(s):

Mingdong Xu ◽

Fan Wu ◽

Henry Leung

Keyword(s):

Differential Equation ◽

Delay Differential Equation ◽

Signal Transmission ◽

Stochastic Delay ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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Existence results for second‐order semilinear stochastic delay differential equation

Mathematical Methods in the Applied Sciences ◽

10.1002/mma.7463 ◽

2021 ◽

Author(s):

Ajeet Singh ◽

Anurag Shukla

Keyword(s):

Differential Equation ◽

Delay Differential Equation ◽

Existence Results ◽

Second Order ◽

Stochastic Delay ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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Stochastic delay differential equation and its application on communications

Proceedings of 2010 IEEE International Symposium on Circuits and Systems ◽

10.1109/iscas.2010.5537244 ◽

2010 ◽

Author(s):

Mingdong Xu ◽

Fan Wu ◽

Henry Leung

Keyword(s):

Differential Equation ◽

Delay Differential Equation ◽

Stochastic Delay ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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Exponential stability of neutral stochastic delay differential equation with delay-dependent impulses

Applied Mathematics and Computation ◽

10.1016/j.amc.2020.125146 ◽

2020 ◽

Vol 377 ◽

pp. 125146 ◽

Author(s):

Xiaozheng Fu ◽

Quanxin Zhu

Keyword(s):

Differential Equation ◽

Exponential Stability ◽

Delay Differential Equation ◽

Stochastic Delay ◽

Stochastic Delay Differential Equation ◽

Delay Differential ◽

Delay Dependent ◽

Equation With Delay

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