| 2 | Mean-Field, Infinite Horizon, Optimal Control of Nonlinear Stochastic Delay System Governed by Teugels Martingales Associated with Lévy Processes显示文摘This paper focuses on optimal control of nonlinear stochastic delay system constructed through Teugels martingales associated with Lévy processes and standard Brownian motion,in which finite horizon is extended to infinite horizon.In order to describe the interacting many-body system,the expectation values of state processes are added to the concerned system.Further,sufficient and necessary conditions are established under convexity assumptions of the control domain.Finally,an example is given to demonstrate the application of the theory. | P.Muthukumar R.Deepa | 2019 | Communications in Mathematics and Statistics2019，7，2： | 0 |
您所在的机构暂未开通此部分的功能，请联系管理员