Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls

DOI10.1016/j.jmaa.2023.127720zbMath1530.93553MaRDI QIDQ6063656

Zhen Wu, Unnamed Author

Publication date: 8 November 2023

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

maximum principlemean-field theoryimpulse controlregime-switching

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10) Impulsive control/observation systems (93C27)

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