On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information
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Publication:1697738
DOI10.1007/s11424-016-5237-7zbMath1381.93106OpenAlexW2561598166MaRDI QIDQ1697738
Qing Zhou, Weixing Wu, Yong Ren
Publication date: 20 February 2018
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-016-5237-7
maximum principleMalliavin calculusGirsanov's theorempartial informationforward-backward stochastic differential equationjump diffusionmean-field type
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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