典型文献
A Mean-Field Optimal Control for Fully Coupled Forward-Backward Stochastic Control Systems with Lévy Processes
文献摘要：
This paper is concerned with a class of mean-field type stochastic optimal control systems,which are governed by fully coupled mean-field forward-backward stochastic differential equations with Teugels martingales associated to Lévy processes.In these systems,the coefficients contain not only the state processes but also their marginal distribution,and the cost function is of mean-field type as well.The necessary and sufficient conditions for such optimal problems are obtained.Furthermore,the applications to the linear quadratic stochastic optimization control problem are investigated.
文献关键词：
中图分类号：
作者姓名：
HUANG Zhen;WANG Ying;WANG Xiangrong
作者机构：
College of Mathematics and Systems Science,Shandong University of Science and Technology,Qingdao 266590,China
文献出处：
引用格式：
[1]HUANG Zhen;WANG Ying;WANG Xiangrong-.A Mean-Field Optimal Control for Fully Coupled Forward-Backward Stochastic Control Systems with Lévy Processes)[J].系统科学与复杂性学报（英文版）,2022(01):205-220
A类：
Teugels,martingales
B类：
Mean,Field,Optimal,Control,Fully,Coupled,Forward,Backward,Stochastic,Systems,vy,Processes,This,paper,concerned,class,mean,field,type,stochastic,optimal,control,systems,which,are,governed,by,fully,coupled,forward,backward,differential,equations,associated,processes,In,these,coefficients,contain,not,only,state,also,their,marginal,distribution,cost,function,well,necessary,sufficient,conditions,such,problems,obtained,Furthermore,applications,linear,quadratic,optimization,investigated
AB值：
0.66734
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