A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411)
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scientific article; zbMATH DE number 7057388
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| English | A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes |
scientific article; zbMATH DE number 7057388 |
Statements
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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0.9133781790733336
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0.9026530981063844
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0.9005644917488098
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0.8972209095954895
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