Controlled mean-field backward stochastic differential equations with jumps involving the value function
type: Item
instance of: scholarly article
title: Controlled mean-field backward stochastic differential equations with jumps involving the value function
zbMATH Open document ID: 1380.93290
author: Juan Li
author: Hui Min
published in: Journal of Systems Science and Complexity
publication date: 2018-01-25T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6829735
zbMATH Keywords: dynamic programming principle (DPP)
zbMATH Keywords: Hamilton-Jacobi-Bellman (HJB) equation
zbMATH Keywords: meanfield backward stochastic differential equation (mean-field BSDE) with jump
zbMATH Keywords: Poisson random measure
zbMATH Keywords: value function
MaRDI profile type: Publication
full work available at URL: s11424-016-4275-5
OpenAlex ID: W2403383299
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DOI: 10.1007/S11424-016-4275-5
description: scientific article; zbMATH DE number 6829735