"Optimal control of mean-field jump-diffusion systems with delay: A ..."

Qingxin Meng, Yang Shen (2015)

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DOI: 10.1016/J.CAM.2014.10.011

access: open

type: Journal Article

metadata version: 2022-07-28

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Qingxin Meng, Yang Shen:
Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach. J. Comput. Appl. Math. 279: 13-30 (2015)

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