Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596)
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scientific article; zbMATH DE number 7067345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of mean-field jump-diffusion systems with noisy memory |
scientific article; zbMATH DE number 7067345 |
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Optimal control of mean-field jump-diffusion systems with noisy memory (English)
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18 June 2019
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maximum principle
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mean-field
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jump diffusion
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noisy memory
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Malliavin calculus
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