On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738): Difference between revisions

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Latest revision as of 05:16, 15 July 2024

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On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information
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    On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (English)
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    20 February 2018
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    forward-backward stochastic differential equation
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    Girsanov's theorem
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    jump diffusion
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    Malliavin calculus
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    maximum principle
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    mean-field type
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    partial information
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