Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392)
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scientific article; zbMATH DE number 7182257
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| English | Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes |
scientific article; zbMATH DE number 7182257 |
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Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (English)
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25 March 2020
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stochastic optimal control
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stochastic maximum principle
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mean-field backward doubly stochastic differential equations driven by Itô-Lévy processes
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0.96671796
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0.94296116
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0.93715507
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0.93486375
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