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]

@article{HafayedBSM16,
  title = {A McKean-Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes},
  author = {Mokhtar Hafayed and Samira Boukaf and Yan Shi and Sahlar F. Meherrem},
  year = {2016},
  doi = {10.1016/j.neucom.2015.11.082},
  url = {http://dx.doi.org/10.1016/j.neucom.2015.11.082},
  researchr = {https://researchr.org/publication/HafayedBSM16},
  cites = {0},
  citedby = {0},
  journal = {Neurocomputing},
  volume = {182},
  pages = {133-144},
}