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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Revision as of 04:23, 5 March 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)
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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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