This paper describes the study of infinite horizon optimal control of stochastic delay
differential equation with semi-Markov modulated jump-diffusion processes in which the …

This paper investigates a stochastic optimal control problem with delay and of mean-field
type, where the controlled state process is governed by a mean-field jump–diffusion …

This paper is concerned with an optimal control problem under mean-field jump-diffusion
systems with delay. Firstly, some existence and uniqueness results are proved for a jump …

The finite state semi-Markov process is a generalization over the Markov chain in which the
sojourn time distribution is any general distribution. In this article, we provide a sufficient …

This article investigates the optimal control problem of nonzero sum game mean‐field
delayed Markov regime‐switching forward‐backward stochastic system with Lévy processes …

We study mean-field type optimal stochastic control problem for systems governed by mean-
field controlled forward–backward stochastic differential equations with jump processes, in …

This paper is concerned with one kind of stochastic optimal control problem of mean-field
jump–diffusion system with moving-average as well as pointwise delays. By means of the …

This paper is concerned with an optimal control problem under mean-field jump-diffusion
systems with delay and noisy memory. First, we derive necessary and sufficient maximum …

In this paper, we consider a problem of optimal control of an infinite horizon mean-field
backward stochastic differential equation with delay and noisy memory under partial …

This paper establishes a stochastic maximum principle for a stochastic control of mean-field
model which is governed by a Lévy process involving continuous and impulse control. The …