On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes

Mokhtar Hafayed, Syed Abbas, Abdelmadjid Abba. On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes. J. Optimization Theory and Applications, 167(3):1051-1069, 2015. [doi]

Abstract

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