Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled mean-field backward stochastic differential equations with jumps involving the value function |
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Controlled mean-field backward stochastic differential equations with jumps involving the value function (English)
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25 January 2018
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dynamic programming principle (DPP)
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Hamilton-Jacobi-Bellman (HJB) equation
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meanfield backward stochastic differential equation (mean-field BSDE) with jump
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Poisson random measure
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value function
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