The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints

Publication date: 12 August 2024

Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)

state constraints Lévy processes stochastic maximum principle adjoint equation Teugels martingales mean-field forward-backward stochastic differential equations

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cites Work

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