A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes |
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A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (English)
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21 May 2019
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mean-field forward-backward doubly stochastic differential equation with jumps processes
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stochastic optimal control
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adjoint equation
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variational inequality
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