Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance
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Publication:6596924
Mokhtar Hafayed, Fatiha Korichi, Samira Boukaf
Publication date: 3 September 2024
Published in: Boletim da Sociedade Paranaense de Matemática. Terceira Série (Search for Journal in Brave)
stochastic optimal controlstochastic differential equationsprobabilistic methodsL-derivativesintervention controlconditional mean-variance portfolio selection problemmean-field stochastic system with jumps
Optimal stochastic control (93E20) Numerical solutions to stochastic differential and integral equations (65C30)
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