A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls (Q6583304)

From MaRDI portal





scientific article; zbMATH DE number 7892498
Language Label Description Also known as
default for all languages
No label defined
    English
    A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls
    scientific article; zbMATH DE number 7892498

      Statements

      A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls (English)
      0 references
      0 references
      0 references
      0 references
      0 references
      6 August 2024
      0 references
      maximum principle
      0 references
      mean-field control
      0 references
      progressive structure
      0 references
      random jumps
      0 references
      singular control
      0 references
      0 references
      0 references

      Identifiers