OpenAlex | On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures

On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures

Work

Year: 2015

Type: article

Source: International Journal of Control

Authors Mokhtar Hafayed, Abdelmadjid Abba, Syed Abbas

Institutions University of Biskra, Indian Institute of Technology Mandi

Cites: 35

Cited by: 15

Related to: 10

FWCI: 2.682

Citation percentile (by year/subfield): 90.9

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed