On Peng's type maximum principle for optimal control of mean-field stochastic differential equations with jump processes.
Shahlar F. MeherremMokhtar HafayedSyed AbbasPublished in: Int. J. Model. Identif. Control. (2019)
Keyphrases
- optimal control
- brownian motion
- stochastic differential equations
- dynamic programming
- control strategy
- stochastic processes
- reinforcement learning
- infinite horizon
- markov random field
- image processing
- markov chain
- closed form
- optimal control problems
- vector valued
- diffusion process
- parameter estimation
- bayesian networks