Linear-Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations with Jumps (Q5209040)
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scientific article; zbMATH DE number 7155556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations with Jumps |
scientific article; zbMATH DE number 7155556 |
Statements
22 January 2020
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mean-field
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optimal control
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backward stochastic differential equation
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adjoint process
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math.OC
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