A McKean–Vlasov optimal mixed regular-singular control...

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Neurocomputing 2015 / 12

A McKean–Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes

Hafayed, Mokhtar, Boukaf, Samira, Shi, Yan, Meherrem, Shahlar
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Language:
english
Journal:
Neurocomputing
DOI:
10.1016/j.neucom.2015.11.082
Date:
December, 2015
File:
PDF, 712 KB
english, 2015
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