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]

Authors

Mokhtar Hafayed

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Samira Boukaf

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Yan Shi

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Sahlar F. Meherrem

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