A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379)
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scientific article; zbMATH DE number 7323749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps |
scientific article; zbMATH DE number 7323749 |
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A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (English)
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17 March 2021
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stochastic control
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global maximum principle
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general mean-field forward-backward stochastic differential equation with jumps
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