On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type
| dc.contributor.author | Lina Guenane | |
| dc.contributor.author | Mokhtar Hafayed | |
| dc.contributor.author | Shahlar Meherrem | |
| dc.contributor.author | Syed Abbas | |
| dc.contributor.author | Guenane, Lina | |
| dc.contributor.author | Hafayed, Mokhtar | |
| dc.contributor.author | Meherrem, Shahlar | |
| dc.contributor.author | Abbas, Syed | |
| dc.date | JUL 15 | |
| dc.date.accessioned | 2025-10-06T16:22:36Z | |
| dc.date.issued | 2020 | |
| dc.description.abstract | In this paper we establish general necessary optimality conditions for stochastic continuous-singular control of McKean-Vlasov type equations. The coefficients of the state equation depend on the state of the solution process as well as of its probability law and the control variable. The coefficients of the system are nonlinear and depend explicitly on the absolutely continuous component of the control. The control domain under consideration is not assumed to be convex. The proof of our main result is based on the first- and second-order derivatives with respect to measure in Wasserstein space of probability measures and by using variational method. | |
| dc.description.sponsorship | The authors would like to thank the editor and anonymous referees for their constructive corrections and valuable suggestions that improved the manuscript considerably. The first and second authors were supported by Algerian PRFU project Grant C00L03UN070120180003. | |
| dc.description.sponsorship | Algerian PRFU project [C00L03UN070120180003] | |
| dc.identifier.doi | 10.1002/mma.6392 | |
| dc.identifier.issn | 0170-4214 | |
| dc.identifier.issn | 1099-1476 | |
| dc.identifier.scopus | 2-s2.0-85083397243 | |
| dc.identifier.uri | http://dx.doi.org/10.1002/mma.6392 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/7449 | |
| dc.identifier.uri | https://doi.org/10.1002/mma.6392 | |
| dc.language.iso | English | |
| dc.publisher | WILEY | |
| dc.relation.ispartof | Mathematical Methods in the Applied Sciences | |
| dc.rights | info:eu-repo/semantics/closedAccess | |
| dc.source | MATHEMATICAL METHODS IN THE APPLIED SCIENCES | |
| dc.subject | maximum principle, optimal stochastic continuous-singular control, second-order derivative with respect to measure, stochastic differential equation of McKean-Vlasov type | |
| dc.subject | MAXIMUM PRINCIPLE, DIFFERENTIAL-EQUATIONS, SYSTEMS, DELAY, 2ND-ORDER | |
| dc.subject | Optimal Stochastic Continuous-Singular Control | |
| dc.subject | Stochastic Differential Equation of McKean-Vlasov Type | |
| dc.subject | Maximum Principle | |
| dc.subject | Second-Order Derivative with Respect to Measure | |
| dc.title | On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type | |
| dc.type | Article | |
| dspace.entity.type | Publication | |
| gdc.author.id | Abbas, Syed/0000-0001-5694-2011 | |
| gdc.author.id | Hafayed, Mokhtar/0000-0002-8915-9530 | |
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| gdc.author.scopusid | 57216398483 | |
| gdc.author.wosid | Meherrem, Shahlar/G-6278-2018 | |
| gdc.author.wosid | Abbas, Syed/B-2359-2008 | |
| gdc.author.wosid | Hafayed, Mokhtar/W-7150-2019 | |
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| gdc.description.department | ||
| gdc.description.departmenttemp | [Guenane, Lina; Hafayed, Mokhtar] Univ Biskra, Lab Math Anal Probabil & Optimizat, POB 145, Biskra, Algeria; [Meherrem, Shahlar] Yasar Univ, Dept Math, Univ Ave,Agacli Yol 35-57, Izmir, Turkey; [Abbas, Syed] Indian Inst Technol Mandi, Sch Basic Sci, Mandi 175001, Himachal Prades, India | |
| gdc.description.endpage | 6516 | |
| gdc.description.issue | 10 | |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | |
| gdc.description.startpage | 6498 | |
| gdc.description.volume | 43 | |
| gdc.description.woscitationindex | Science Citation Index Expanded | |
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| gdc.oaire.keywords | maximum principle | |
| gdc.oaire.keywords | Optimal stochastic control | |
| gdc.oaire.keywords | optimal stochastic continuous-singular control | |
| gdc.oaire.keywords | second-order derivative with respect to measure | |
| gdc.oaire.keywords | stochastic differential equation of McKean-Vlasov type | |
| gdc.oaire.keywords | Stochastic ordinary differential equations (aspects of stochastic analysis) | |
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| gdc.virtual.author | Meherrem, Şahlar | |
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| person.identifier.orcid | Abbas- Syed/0000-0001-5694-2011, Hafayed- Mokhtar/0000-0002-8915-9530 | |
| project.funder.name | Algerian PRFU project [C00L03UN070120180003] | |
| publicationissue.issueNumber | 10 | |
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