On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266)
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scientific article; zbMATH DE number 7208046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures |
scientific article; zbMATH DE number 7208046 |
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On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (English)
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4 June 2020
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stochastic control
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stochastic differential equations of mean-field type
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Lévy process
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derivative with respect to measures
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Teugels martingales
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maximum principle
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