- Tytuł:
- A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and Lèvy process and controlled by Lèvy measure
- Autorzy:
- Ahmed, N.
- Powiązania:
- https://bibliotekanauki.pl/articles/729570.pdf
- Data publikacji:
- 2016
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
McKean-Vlasov stochastic differential equation
Hilbert spaces
existence of optimal controls - Opis:
- In this paper we consider McKean-Vlasov stochastic evolution equations on Hilbert spaces driven by Brownian motion and L`evy process and controlled by L`evy measures. We prove existence and uniqueness of solutions and regularity properties thereof. We consider weak topology on the space of bounded Le´vy measures on infinite dimensional Hilbert space and prove continuous dependence of solutions with respect to the Le´vy measure. Then considering a certain class of Le´vy measures on infinite as well as finite dimensional Hilbert spaces, as relaxed controls, we prove existence of optimal controls for Bolza problem and some simple mass transport problems
- Źródło:
-
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2016, 36, 2; 181-206
1509-9407 - Pojawia się w:
- Discussiones Mathematicae, Differential Inclusions, Control and Optimization
- Dostawca treści:
- Biblioteka Nauki
Artykuł