A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes |
scientific article |
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A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (English)
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1 April 2022
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adjoint equation
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Lévy processes
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mean-field forward-backward stochastic differential equations
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stochastic maximum principle
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Teugels martingales
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