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On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures.
Mokhtar Hafayed
Abdelmadjid Abba
Syed Abbas
Published in:
Int. J. Control (2016)
Keyphrases
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partial information
incomplete information
optimal control
closed form
stochastic differential equations
brownian motion
markov random field
control system
denoising
control strategy
expected cost