Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
Author:
Affiliation:
1. Department of Mathematical Sciences Huzhou University Zhejiang 313000 China
Funder
National Natural Science Foundation of China
Publisher
Wiley
Subject
Control and Systems Engineering
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/asjc.1762
Reference36 articles.
1. A Maximum Principle for SDEs of Mean-Field Type
2. A Maximum Principle for Stochastic Control with Partial Information
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4. Mean-field backward stochastic differential equations: A limit approach
5. Mean-field backward stochastic differential equations and related partial differential equations
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