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

DOI10.1002/ASJC.3284MaRDI QIDQ6583304FDOQ6583304

Authors: Tian Chen, Kai Du, Zongyuan Huang, Zhen Wu 

Publication date: 6 August 2024

Published in: Asian Journal of Control (Search for Journal in Brave)

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zbMATH Keywords

maximum principlerandom jumpsmean-field controlsingular controlprogressive structure

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Cited In (2)

• The maximum principle for stochastic control problem with jumps in progressive structure
• Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls

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