Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach |
scientific article |
Statements
Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (English)
0 references
6 January 2015
0 references
optimal control
0 references
mean-field jump-diffusion systems
0 references
stochastic delay differential equation
0 references
backward stochastic differential equation
0 references
stochastic maximum principle
0 references
