On Peng's type maximum principle for optimal control of mean-field stochastic differential equations with jump processes
Özet
In this paper, we investigate the Peng's type optimal control problems for stochastic differential equations of mean-field type with jump processes. The coefficients of the system contain not only the state process but also its marginal distribution throu
Bağlantı
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85063946094&doi=10.1504%2fIJMIC.2019.098782&partnerID=40&md5=7290ea7719b5169e2d000e6b3b48a40fhttps://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/9904
Koleksiyonlar
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