A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls

Cites Work

Title not available (Why is that?)
The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps
A general maximum principle for optimal control of forward-backward stochastic systems
Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
The maximum principle
A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
Maximum principle for the stochastic optimal control problem with delay and application
Mean field linear-quadratic control: uniform stabilization and social optimality
Social optima in mean field linear-quadratic-Gaussian models with control input constraint
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
Linear quadratic optimal control problems for mean-field backward stochastic differential equations
On well-posedness of forward-backward SDEs -- a unified approach
Linear-quadratic optimal control problems for mean-field stochastic differential equations
A General Stochastic Maximum Principle for Optimal Control Problems
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps
An Introductory Approach to Duality in Optimal Stochastic Control
Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective
OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
Mean Field Games and Mean Field Type Control Theory
Probabilistic Theory of Mean Field Games with Applications II
Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Systems Involving Impulse Controls
Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
Nash, Social and Centralized Solutions to Consensus Problems via Mean Field Control Theory
Portfolio Selection with Transaction Costs
A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure
Social optima in linear quadratic mean field control with unmodeled dynamics and multiplicative noise
A decentralized Nesterov gradient method for stochastic optimization over unbalanced directed networks
Decentralized observer-based controller design for large-scale systems with quantized measurements and actuator faults
Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents