A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes
DOI10.1007/S11424-021-0077-5zbMath1485.93631OpenAlexW3173380121MaRDI QIDQ2121199
Publication date: 1 April 2022
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-021-0077-5
Lévy processesstochastic maximum principleadjoint equationTeugels martingalesmean-field forward-backward stochastic differential equations
Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80)
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