Pages that link to "Item:Q2354571"
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The following pages link to Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571):
Displaying 13 items.
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
- Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
- Stochastic maximum principle for delayed backward doubly stochastic control systems (Q4631804) (← links)
- Fully coupled mean‐field FBSDEs with jumps and related optimal control problems (Q5003493) (← links)
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
- A Global Optimality Principle for Fully Coupled Mean-field Control Systems (Q6489813) (← links)
