A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps |
scientific article; zbMATH DE number 7323749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps |
scientific article; zbMATH DE number 7323749 |
Statements
A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (English)
0 references
17 March 2021
0 references
stochastic control
0 references
global maximum principle
0 references
general mean-field forward-backward stochastic differential equation with jumps
0 references
0 references
0 references
0 references
0 references
0 references
0 references
