A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes

From MaRDI portal
Publication:2121199

DOI10.1007/S11424-021-0077-5zbMath1485.93631OpenAlexW3173380121MaRDI QIDQ2121199

Yanyan Li

Publication date: 1 April 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-021-0077-5







Cites Work




This page was built for publication: A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes