A McKean-Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes

Mokhtar Hafayed, Samira Boukaf, Yan Shi, Sahlar F. Meherrem. A McKean-Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes. Neurocomputing, 182:133-144, 2016. [doi]

Abstract

Abstract is missing.