On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738): Difference between revisions
From MaRDI portal
Latest revision as of 04:16, 15 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information |
scientific article |
Statements
On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (English)
0 references
20 February 2018
0 references
forward-backward stochastic differential equation
0 references
Girsanov's theorem
0 references
jump diffusion
0 references
Malliavin calculus
0 references
maximum principle
0 references
mean-field type
0 references
partial information
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references