Browsing by Subject Optimal stochastic controlTeugels martingales•Mean-field stochastic differential equation • Levy processes • Mean-field-type maximum principle • Controlled mean-field jump diffusion processes•Near-optimization•Necessary and sufficient conditions•Ekeland’s principle• McKean–Vlasov system • Time-inconsistent solution • Feedback control
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2016 | Sur le principe du maximum stochastique de presque optimalité et applications | ABBA, ABDELMADJID |