Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662)
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English | Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach |
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Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (English)
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6 January 2015
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optimal control
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mean-field jump-diffusion systems
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stochastic delay differential equation
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backward stochastic differential equation
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stochastic maximum principle
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