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]

@article{HafayedAA15,
  title = {On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes},
  author = {Mokhtar Hafayed and Syed Abbas and Abdelmadjid Abba},
  year = {2015},
  doi = {10.1007/s10957-015-0762-4},
  url = {http://dx.doi.org/10.1007/s10957-015-0762-4},
  researchr = {https://researchr.org/publication/HafayedAA15},
  cites = {0},
  citedby = {0},
  journal = {J. Optimization Theory and Applications},
  volume = {167},
  number = {3},
  pages = {1051-1069},
}