A Mean-Field Optimal Control for Fully Coupled Forward-Backward Stochastic Control Systems with Lévy Processes

HUANG Zhen, WANG Ying, WANG Xiangrong

Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (1) : 205-220.

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Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (1) : 205-220. DOI: 10.1007/s11424-021-0077-5

A Mean-Field Optimal Control for Fully Coupled Forward-Backward Stochastic Control Systems with Lévy Processes

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2022, 35(1): 205-220 https://doi.org/10.1007/s11424-021-0077-5

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