作者
R Deepa, P Muthukumar
发表日期
2019/10/1
期刊
Malaya Journal of Matematik
卷号
7
期号
04
页码范围
852-857
简介
The aim of this paper is to investigate the optimal control of infinite horizon mean-field type stochastic partial differential equation with Poisson jumps. In contrast to finite horizon case, optimality conditions are established through transversality condition. Further, the stochastic maximum principle for optimality is examined under convexity assumption on the control domain, which guarantees the existence of optimal control to concerned system. The necessary condition for optimality is also established. Finally, the theoretical study is discussed through an example of stochastic optimal harvesting problem