Maximum principle for optimal control of McKean-Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law
Abstract
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 Lévy process having moments of all orders, and an independent Brownian mo
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https://www.scopus.com/inward/record.uri?eid=2-s2.0-85062493112&doi=10.1002%2foca.2490&partnerID=40&md5=b703f41558e9815c1fd52a84330e6d4fhttps://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/9836
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