Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps

2021 ◽  
pp. 1-12
Author(s):  
Hakima Miloudi ◽  
Shahlar Meherrem ◽  
Imad Eddine Lakhdari ◽  
Mokhtar Hafayed
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Necessary Conditions ◽  
Partially Observed

scholarly journals The Mean Stability Criteria in terms of Two Measures for Stochastic Differential Equations with Coefficient’s Uncertainty

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Rui Zhang ◽  
Yinjing Guo ◽  
Xiangrong Wang ◽  
Xueqing Zhang
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Stochastic Stability ◽  
Stochastic Systems ◽  
Stability Criteria ◽  
Two Measures ◽  
The Mean ◽  
The Stability

This paper extends the stochastic stability criteria of two measures to the mean stability and proves the stability criteria for a kind of stochastic Itô’s systems. Moreover, by applying optimal control approaches, the mean stability criteria in terms of two measures are also obtained for the stochastic systems with coefficient’s uncertainty.

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