Mean-field FBSDE and optimal control
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Publication:4986423
DOI10.1080/07362994.2020.1794893zbMath1472.60088arXiv1905.04793OpenAlexW3046055191MaRDI QIDQ4986423
Nacira Agram, Salah Eddine Choutri
Publication date: 27 April 2021
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.04793
Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic integrals (60H05) Stochastic integral equations (60H20) Jump processes on general state spaces (60J76)
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Cites Work
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