Fully coupled mean‐field FBSDEs with jumps and related optimal control problems (Q5003493)
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scientific article; zbMATH DE number 7373685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully coupled mean‐field FBSDEs with jumps and related optimal control problems |
scientific article; zbMATH DE number 7373685 |
Statements
Fully coupled mean‐field FBSDEs with jumps and related optimal control problems (English)
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22 July 2021
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fully coupled forward-backward stochastic differential equation
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linear-quadratic problem
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mean-field backward stochastic differential equation with jumps
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mean-variance portfolio problem
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monotonicity conditions
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stochastic maximum principle
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