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Now showing items 1-6 of 6
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On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type
(WILEY, 2020)In this paper, we establish general necessary optimality conditions for stochastic continuous-singular control of McKean-Vlasov type equations. The coefficients of the state equation depend on the state of the solution ... -
On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type
(Mathematical Methods in the Applied Sciences, 2020)In this paper, we establish general necessary optimality conditions for stochastic continuous-singular control of McKean-Vlasov type equations. The coefficients of the state equation depend on the state of the solution ... -
On Peng's type maximum principle for optimal control of mean-field stochastic differential equations with jump processes
(INDERSCIENCE ENTERPRISES LTD, 2019)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 ... -
On Peng's type maximum principle for optimal control of mean-field stochastic differential equations with jump processes
(International Journal of Modelling, Identification and Control, 2019)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 ... -
Time-delay-induced instabilities and Hopf bifurcation analysis in 2-neuron network model with reaction-diffusion term
(ELSEVIER SCIENCE BV, 2018)In this paper, we consider a general 2-neuron network model with reaction-diffusion term and time delay. We study the effect of time delay in kinetic terms of reaction-diffusive system. We mainly investigate the effects ... -
Time-delay-induced instabilities and Hopf bifurcation analysis in 2-neuron network model with reaction–diffusion term
(Neurocomputing, 2018)In this paper, we consider a general 2-neuron network model with reaction–diffusion term and time delay. We study the effect of time delay in kinetic terms of reaction–diffusive system. We mainly investigate the effects ...
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