The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints (Q6585848)
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scientific article; zbMATH DE number 7895175
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints |
scientific article; zbMATH DE number 7895175 |
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The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints (English)
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12 August 2024
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adjoint equation
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Lévy processes
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mean-field forward-backward stochastic differential equations
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state constraints
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stochastic maximum principle
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Teugels martingales
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