A stochastic maximum principle in mean-field optimal control problems for jump diffusions

Arab Journal of Mathematical Sciences

Volumn 19, Issue 2, 2013, Pages 223-241

  Chighoub, Farid ^a   Mezerdi, Brahim ^a  

^a UNIVERSITY OF BISKRA   (Algeria)

Author keywords

60H10; 60H30; 93E20; Mean field control problem; Optimal control; Stochastic maximum principle; Stochastic systems with jumps

Indexed keywords

EID: 84931827285     PISSN: 13195166     EISSN: 25889214     Source Type: Journal    
DOI: 10.1016/j.ajmsc.2013.02.001     Document Type: Article

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