Linear-quadratic optimal control problems for mean-field backward stochastic differential equations with jumps (Q5209040)
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scientific article; zbMATH DE number 7155556
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| English | Linear-quadratic optimal control problems for mean-field backward stochastic differential equations with jumps |
scientific article; zbMATH DE number 7155556 |
Statements
22 January 2020
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mean-field
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optimal control
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backward stochastic differential equation
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adjoint process
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math.OC
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0.9527018666267396
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0.9142218828201294
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0.880486011505127
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0.8789281249046326
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