scientific article

zbMath1330.93241MaRDI QIDQ2787020

Ayesha Sohail, Farid Chighoub, Ishak Alia

Publication date: 24 February 2016

Full work available at URL: http://www.nonlinearstudies.com/index.php/nonlinear/article/view/1256

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum principlemean-field stochastic differential equationnear-optimal controls

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimality conditions for problems involving randomness (49K45)

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The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance

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