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

Infinite horizon optimal control of mean-field type stochastic partial differential equation with Poisson jumps

Malaya Journal of Matematik ◽

10.26637/mjm0704/0037 ◽

2019 ◽

Vol 7 (4) ◽

pp. 852-857

Author(s):

R Deepa ◽

P Muthukumar

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Optimal Control ◽

Stochastic Partial Differential Equation ◽

Infinite Horizon ◽

Mean Field ◽

Poisson Jumps ◽

Partial Differential ◽

Field Type

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Solving infinite-horizon optimal control problems of the time-delayed systems by Haar wavelet collocation method

Computational and Applied Mathematics ◽

10.1007/s40314-014-0184-1 ◽

2014 ◽

Vol 35 (1) ◽

pp. 97-117 ◽

Cited By ~ 4

Author(s):

Masoomeh Mansoori ◽

Alireza Nazemi

Keyword(s):

Optimal Control ◽

Collocation Method ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Haar Wavelet ◽

Control Problems ◽

Delayed Systems ◽

Wavelet Collocation Method

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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 ◽

Mean Field

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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 ◽

Cited By ~ 1

Author(s):

P. Muthukumar ◽

R. Deepa

Keyword(s):

Optimal Control ◽

Lévy Processes ◽

Infinite Horizon ◽

Mean Field ◽

Levy Processes ◽

Delay System ◽

Stochastic Delay ◽

Teugels Martingales

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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 ◽

Mean Field ◽

Delay Systems ◽

Stochastic Delay ◽

Teugels Martingales

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Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case

Automatica ◽

10.1016/j.automatica.2015.04.002 ◽

2015 ◽

Vol 57 ◽

pp. 65-77 ◽

Cited By ~ 39

Author(s):

Yuan-Hua Ni ◽

Robert Elliott ◽

Xun Li

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Mean Field ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

Horizon Case

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Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon

IEEE Transactions on Automatic Control ◽

10.1109/tac.2015.2509958 ◽

2016 ◽

Vol 61 (11) ◽

pp. 3269-3284 ◽

Cited By ~ 17

Author(s):

Yuan-Hua Ni ◽

Xun Li ◽

Ji-Feng Zhang

Keyword(s):

Optimal Control ◽

Infinite Horizon ◽

Mean Field ◽

Finite Horizon ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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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 ◽

Mean Field ◽

Levy Processes ◽

Field Type

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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 ◽

Cited By ~ 6

Author(s):

Heping Ma ◽

Bin Liu

Keyword(s):

Differential Equation ◽

Optimal Control ◽

Optimal Control Problem ◽

Delay Differential Equation ◽

Partial Information ◽

Infinite Horizon ◽

Mean Field ◽

Stochastic Delay ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon

Mathematical Control & Related Fields ◽

10.3934/mcrf.2015.5.97 ◽

2015 ◽

Vol 5 (1) ◽

pp. 97-139 ◽

Cited By ~ 40

Author(s):

Jianhui Huang ◽

◽

Xun Li ◽

Jiongmin Yong ◽

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Differential Equations ◽

Infinite Horizon ◽

Mean Field ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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