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Infinite horizon optimal control of mean-field forward–backward delayed systems with Poisson jumps
16 references·1 citing·31 second hop
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References

  • 1990Adapted solution of a backward stochastic differential equation2,676 cited
  • 2007Mean field games2,638 cited
  • 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
  • 1971Public Investment, the Rate of Return, and Optimal Fiscal Policy.1,032 cited
  • 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations782 cited
  • 1994Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps526 cited
  • 1999Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control494 cited
  • 1971Public Investment, The Rate of Return, and Optimal Fiscal Policy.410 cited
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  • 1972Necessary Conditions for Continuous Parameter Stochastic Optimization Problems322 cited
  • 2011A General Stochastic Maximum Principle for SDEs of Mean-field Type281 cited
  • 1982

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Lectures on stochastic control
249 cited
  • 2015Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics244 cited
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    • 2024Sixty Years of the Maximum Principle in Optimal Control: Historical Roots and Content Classification8 cited