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A McKean-Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes.
Mokhtar Hafayed
Samira Boukaf
Yan Shi
Shahlar F. Meherrem
Published in:
Neurocomputing (2016)
Keyphrases
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stochastic systems
stochastic control
conservation laws
optimal control
dynamic programming
control system
stochastic models
control problems
control method
worst case
markov chain
stochastic processes
control strategy
control parameters
optimal strategy
state space
lower bound