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5. Maximum Principle for Mean-field Jump-diffusion Stochastic Delay Differential Equations and Its Appl

Maximum Principle for Mean-field Jump-diffusion Stochastic Delay Differential Equations and Its Appl

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：jiaxianczy

【摘 要】

：

　　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-fiel

【作 者】

：

Meng Qingxin 

【机 构】

：

Huzhou Uinversity

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　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 stochastic delay differential equation.

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