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 …

We consider stochastic singular control for mean-field forward-backward stochastic
differential equations, driven by orthogonal Teugels martingales associated with some Lévy …

In this paper, we study the local form of maximum principle for optimal stochastic continuous-
singular control of nonlinear Itô stochastic differential equation of McKean-Vlasov type, with …

Рассматривается задача оптимального управления стохастическими системами,
описывае-мыми обыкновенными линейными интегро-дифференциальными …

In this paper, a general characterization of the optimal stochastic combined control for mean-
field jump-systems is derived by applying mixed convex-spike perturbation method. The …

In this thesis, we study the optimal stochastic control for systems governed by McKean-
Vlasov stochastic differential equation. of mean-field type. The central theme is the …