Yayıncı
Toplam kayıt 2, listelenen: 1-2
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Maximum principle for optimal control of McKean-Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law
(Optimal Control Applications and Methods, 2019)In this paper, we study stochastic optimal control problem for general McKean-Vlasov–type forward-backward differential equations driven by Teugels martingales, associated with some Lévy process having moments of all orders, ... -
On optimal singular control problem for general Mckean-Vlasov differential equations: Necessary and sufficient optimality conditions
(Optimal Control Applications and Methods, 2018)In this paper, we derive the necessary and sufficient conditions for optimal singular control for systems governed by general controlled McKean-Vlasov differential equations, in which the coefficients depend on the state ...