Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662): Difference between revisions

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Latest revision as of 12:18, 9 July 2024

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Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
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    Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (English)
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    6 January 2015
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    optimal control
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    mean-field jump-diffusion systems
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    stochastic delay differential equation
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    backward stochastic differential equation
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    stochastic maximum principle
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