Maximum principle for optimal control of McKean-Vlasov FBSDEs with Levy process via the differentiability with respect to probability law
Özet
In this paper, we study stochastic optimal control problem for general McKean-Vlasov-type forward-backward differential equations driven by Teugels martingales, associated with some Levy process having moments of all orders, and an independent Brownian mo
Koleksiyonlar
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