On optimal singular control problem for general Mckean-Vlasov differential equations: Necessary and sufficient optimality conditions
| dc.contributor.author | Mokhtar Hafayed | |
| dc.contributor.author | Shahlar Meherrem | |
| dc.contributor.author | Şaban Eren | |
| dc.contributor.author | Deniz Hasan Guçoglu | |
| dc.contributor.author | Hafayed, Mokhtar | |
| dc.contributor.author | Meherrem, Shahlar | |
| dc.contributor.author | Eren, Saban | |
| dc.contributor.author | Gucoglu, Deniz Hasan | |
| dc.date.accessioned | 2025-10-06T17:51:43Z | |
| dc.date.issued | 2018 | |
| dc.description.abstract | In this paper we derive the necessary and sufficient conditions for optimal singular control for systems governed by general controlled McKean-Vlasov differential equations in which the coefficients depend on the state of the solution process as well as of its law and control. The control domain is assumed to be convex. The control variable has 2 components ie the first being absolutely continuous and the second being singular. The proof of our result is based on the derivative of the solution process with respect to the probability law and a corresponding Itô formula. Finally an example is given to illustrate the theoretical results. © 2018 Elsevier B.V. All rights reserved. | |
| dc.description.sponsorship | TUBITAK [2221] | |
| dc.description.sponsorship | TUBITAK, Grant/Award Number: 2221. | |
| dc.description.sponsorship | The authors would like to thank the associate editor and anonymous referees for their constructive corrections and valuable suggestions that improved the manuscript. This work was supported by the TUBITAK project (grant 2221) in Turkey. | |
| dc.description.sponsorship | TUBITAK; Türkiye Bilimsel ve Teknolojik Araştirma Kurumu, TÜBITAK, (2221) | |
| dc.identifier.doi | 10.1002/oca.2403 | |
| dc.identifier.issn | 10991514, 01432087 | |
| dc.identifier.issn | 0143-2087 | |
| dc.identifier.issn | 1099-1514 | |
| dc.identifier.scopus | 2-s2.0-85048059713 | |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85048059713&doi=10.1002%2Foca.2403&partnerID=40&md5=fcc684f9b7333b0f1bbf7ddc660947ac | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/9563 | |
| dc.identifier.uri | https://doi.org/10.1002/oca.2403 | |
| dc.language.iso | English | |
| dc.publisher | John Wiley and Sons Ltd vgorayska@wiley.com Southern Gate Chichester West Sussex PO19 8SQ | |
| dc.relation.ispartof | Optimal Control Applications and Methods | |
| dc.rights | info:eu-repo/semantics/closedAccess | |
| dc.source | Optimal Control Applications and Methods | |
| dc.subject | Derivative With Respect To Measures, Mckean-vlasov Differential Equations, Optimal Singular Control, Probability Measure, Stochastic Maximum Principle, Stochastic Systems, Control Domains, Control Variable, Optimal Singular Controls, Probability Law, Probability Measures, Solution Process, Stochastic Maximum Principles, Sufficient Optimality Conditions, Vlasov Equation | |
| dc.subject | Stochastic systems, Control domains, Control variable, Optimal singular controls, Probability law, Probability measures, Solution process, Stochastic maximum principles, Sufficient optimality conditions, Vlasov equation | |
| dc.subject | Optimal Singular Control | |
| dc.subject | Stochastic Maximum Principle | |
| dc.subject | Probability Measure | |
| dc.subject | Derivative with Respect to Measures | |
| dc.subject | McKean-Vlasov Differential Equations | |
| dc.title | On optimal singular control problem for general Mckean-Vlasov differential equations: Necessary and sufficient optimality conditions | |
| dc.type | Article | |
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| gdc.author.id | Hafayed, Mokhtar/0000-0002-8915-9530 | |
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| gdc.author.wosid | Hafayed, Mokhtar/W-7150-2019 | |
| gdc.author.wosid | Meherrem, Shahlar/G-6278-2018 | |
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| gdc.description.departmenttemp | [Hafayed, Mokhtar] Biskra Univ, Lab Appl Math, Biskra 07000, Algeria; [Meherrem, Shahlar; Eren, Saban; Gucoglu, Deniz Hasan] Yasar Univ, Dept Math, Izmir, Turkey | |
| gdc.description.endpage | 1219 | |
| gdc.description.issue | 3 | |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | |
| gdc.description.startpage | 1202 | |
| gdc.description.volume | 39 | |
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| gdc.oaire.keywords | Stochastic partial differential equations (aspects of stochastic analysis) | |
| gdc.oaire.keywords | Control/observation systems governed by partial differential equations | |
| gdc.oaire.keywords | probability measure | |
| gdc.oaire.keywords | derivative with respect to measures | |
| gdc.oaire.keywords | stochastic maximum principle | |
| gdc.oaire.keywords | McKean-Vlasov differential equations | |
| gdc.oaire.keywords | Optimal stochastic control | |
| gdc.oaire.keywords | Optimality conditions for problems involving randomness | |
| gdc.oaire.keywords | Vlasov equations | |
| gdc.oaire.keywords | optimal singular control | |
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| gdc.virtual.author | Meherrem, Şahlar | |
| gdc.virtual.author | Eren, Şaban | |
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| person.identifier.scopus-author-id | Hafayed- Mokhtar (36245200100), Meherrem- Shahlar (55646944800), Eren- Şaban (57202412803), Guçoglu- Deniz Hasan (57202020084) | |
| project.funder.name | The authors would like to thank the associate editor and anonymous referees for their constructive corrections and valuable suggestions that improved the manuscript. This work was supported by the TUBITAK project (grant 2221) in Turkey. | |
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