Partial information optimal control of mean-field forward-backward stochastic system driven by Teugels martingales with applications

Mokhtar Hafayed, Messaoud Ghebouli, Samira Boukaf, Yan Shi. Partial information optimal control of mean-field forward-backward stochastic system driven by Teugels martingales with applications. Neurocomputing, 200:11-21, 2016. [doi]

Authors

Mokhtar Hafayed

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Messaoud Ghebouli

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Samira Boukaf

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Yan Shi

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