Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach.

Qingxin Meng Yang Shen

Published in: J. Comput. Appl. Math. (2015)

Keyphrases

optimal control
optimal control problems
control problems
brownian motion
dynamic programming
feedback control
risk sensitive
control strategy
bayesian networks
closed form
infinite horizon
class of nonlinear systems