On Peng's type maximum principle for optimal control of mean-field stochastic differential equations with jump processes
| dc.contributor.author | Shahlar Meherrem | |
| dc.contributor.author | Mokhtar Hafayed | |
| dc.contributor.author | Syed Abbas | |
| dc.contributor.author | Hafayed, Mokhtar | |
| dc.contributor.author | Meherrem, Shahlar | |
| dc.contributor.author | Abbas, Syed | |
| dc.date.accessioned | 2025-10-06T16:22:31Z | |
| dc.date.issued | 2019 | |
| dc.description.abstract | In this paper we investigate the Peng's type optimal control problems for stochastic differential equations of mean-field type with jump processes. The coefficients of the system contain not only the state process but also its marginal distribution through their expected values. We assume that the control set is a general open set that is not necessary convex. The control variable is allowed to enter into both diffusion and jump terms. We extend the maximum principle of Buckdahn et al. (2011) to jump case. | |
| dc.identifier.doi | 10.1504/IJMIC.2019.098782 | |
| dc.identifier.issn | 1746-6172 | |
| dc.identifier.issn | 1746-6180 | |
| dc.identifier.scopus | 2-s2.0-85063946094 | |
| dc.identifier.uri | http://dx.doi.org/10.1504/IJMIC.2019.098782 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/7417 | |
| dc.identifier.uri | https://doi.org/10.1504/IJMIC.2019.098782 | |
| dc.language.iso | English | |
| dc.publisher | INDERSCIENCE ENTERPRISES LTD | |
| dc.relation.ispartof | International Journal of Modelling, Identification and Control | |
| dc.rights | info:eu-repo/semantics/closedAccess | |
| dc.source | INTERNATIONAL JOURNAL OF MODELLING IDENTIFICATION AND CONTROL | |
| dc.subject | mean-field jump systems, stochastic optimal control, Peng's maximum principle, spike variation method, second-order adjoint equation, Poisson martingale measure | |
| dc.subject | SUFFICIENT CONDITIONS, SINGULAR CONTROL, SYSTEMS, DELAY, INFORMATION, DRIVEN | |
| dc.subject | Stochastic Optimal Control | |
| dc.subject | Mean-Field Jump Systems | |
| dc.subject | Second-Order Adjoint Equation | |
| dc.subject | Spike Variation Method | |
| dc.subject | Peng’s Maximum Principle | |
| dc.subject | Poisson Martingale Measure | |
| dc.title | On Peng's type maximum principle for optimal control of mean-field stochastic differential equations with jump processes | |
| dc.type | Article | |
| dspace.entity.type | Publication | |
| gdc.author.id | Abbas, Syed/0000-0001-5694-2011 | |
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| gdc.author.wosid | Abbas, Syed/B-2359-2008 | |
| gdc.author.wosid | HAFAYED, Mokhtar/W-7150-2019 | |
| gdc.author.wosid | Meherrem, Shahlar/G-6278-2018 | |
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| gdc.description.departmenttemp | [Meherrem, Shahlar] Yasar Univ, Dept Math, Agacli Yol 35-57, Izmir, Turkey; [Hafayed, Mokhtar] Biskra Univ, Lab Appl Math, POB 145, Biskra 07000, Algeria; [Abbas, Syed] Indian Inst Technol Mandi, Sch Basic Sci, Mandi 175001, HP, India | |
| gdc.description.endpage | 258 | |
| gdc.description.issue | 3 | |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | |
| gdc.description.startpage | 245 | |
| gdc.description.volume | 31 | |
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| gdc.virtual.author | Meherrem, Şahlar | |
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