Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems (Q6564718)
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scientific article; zbMATH DE number 7873831
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| English | Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems |
scientific article; zbMATH DE number 7873831 |
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Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems (English)
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1 July 2024
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infinite horizon
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mean-field forward-backward stochastic differential equations (FBSDE) with jumps
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linear-quadratic
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open-loop control
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0.8888071775436401
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0.8698674440383911
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0.8656554222106934
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