Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896)
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scientific article; zbMATH DE number 7105859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps |
scientific article; zbMATH DE number 7105859 |
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Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (English)
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17 September 2019
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mean-field stochastic differential equations
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linear-quadratic optimal control
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feedback representation
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adjoint processes
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Poisson random martingale
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Brownian motion
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duality method
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stochastic Hamilton system
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