A mixed relaxed-singular optimal controls for systems of forward-backward stochastic differential equations of mean-field type

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dc.contributor.authorBoulakhras, Gherbal
dc.contributor.authorAbdelhakim, Ninouh
dc.date.accessioned2024-07-12T20:54:53Z
dc.date.available2024-07-12T20:54:53Z
dc.date.issued2019en_US
dc.departmentMaltepe Üniversitesi, İnsan ve Toplum Bilimleri Fakültesien_US
dc.description.abstractIn this work, we consider a singular control problem for systems of forward-backward stochastic differential equations of mean-field type (MF-FBSDEs) in which the control variable consists of two components: an absolutely continuous control and a singular one. The coefficients depend on the states of the solution processes as well as their distribution via the expectation of some function of states. Moreover the cost functional is also of mean-field type. We prove in particular, the existence of optimal relaxed-singular controls as well as optimal regular-singular controls for systems of MF-FBSDEs.en_US
dc.identifier.citationBoulakhras, G. ve Abdelhakim, N. (2019). A mixed relaxed-singular optimal controls for systems of forward-backward stochastic differential equations of mean-field type. International Conference of Mathematical Sciences (ICMS 2019). s. 181.en_US
dc.identifier.endpage182en_US
dc.identifier.isbn978-605-2124-29-1
dc.identifier.startpage181en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12415/2821
dc.language.isoenen_US
dc.publisherMaltepe Üniversitesien_US
dc.relation.ispartofInternational Conference of Mathematical Sciences (ICMS 2019)en_US
dc.relation.publicationcategoryUluslararası Konferans Öğesi - Başka Kurum Yazarıen_US
dc.rightsCC0 1.0 Universal*
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.snmzKY01381
dc.subjectMean-field forward backward SDEsen_US
dc.subjectRegular-singular controlen_US
dc.subjectRelaxed-singular controlen_US
dc.titleA mixed relaxed-singular optimal controls for systems of forward-backward stochastic differential equations of mean-field typeen_US
dc.typeArticle
dspace.entity.typePublication

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