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On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures.

Mokhtar HafayedAbdelmadjid AbbaSyed Abbas
Published in: Int. J. Control (2016)
Keyphrases
  • partial information
  • incomplete information
  • optimal control
  • closed form
  • stochastic differential equations
  • brownian motion
  • markov random field
  • control system
  • denoising
  • control strategy
  • expected cost