Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance (Q6596924)
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scientific article; zbMATH DE number 7905412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance |
scientific article; zbMATH DE number 7905412 |
Statements
Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance (English)
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3 September 2024
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stochastic optimal control
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probabilistic methods
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stochastic differential equations
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intervention control
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mean-field stochastic system with jumps
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L-derivatives
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conditional mean-variance portfolio selection problem
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