On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information
type: Item
instance of: scholarly article
title: On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information
zbMATH Open document ID: 1381.93106
author: Qing Zhou
author: Yong Ren
author: Weixing Wu
published in: Journal of Systems Science and Complexity
publication date: 2018-02-20T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 6841295
zbMATH Keywords: forward-backward stochastic differential equation
zbMATH Keywords: Girsanov's theorem
zbMATH Keywords: jump diffusion
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: maximum principle
zbMATH Keywords: mean-field type
zbMATH Keywords: partial information
MaRDI profile type: Publication
full work available at URL: s11424-016-5237-7
OpenAlex ID: W2561598166
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DOI: 10.1007/S11424-016-5237-7
description: scientific article; zbMATH DE number 6841295