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Controlled mean-field backward stochastic differential equations with jumps involving the value function
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    Controlled mean-field backward stochastic differential equations with jumps involving the value function (English)
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    25 January 2018
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    dynamic programming principle (DPP)
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    Hamilton-Jacobi-Bellman (HJB) equation
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    meanfield backward stochastic differential equation (mean-field BSDE) with jump
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    Poisson random measure
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    value function
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