Nuacht
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. We establish sufficient and necessary stochastic maximum principles for an optimal control of such ...
Abstract Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is ...
Cuireadh roinnt torthaí i bhfolach toisc go bhféadfadh siad a bheith dorochtana duit
Taispeáin torthaí dorochtana