Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information
B Yang, J Wu - Optimal Control Applications and Methods, 2020 - Wiley Online Library
In this article, we discuss an infinite horizon optimal control of the stochastic system with
partial information, where the state is governed by a mean‐field stochastic differential delay …
partial information, where the state is governed by a mean‐field stochastic differential delay …