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

Zhen Huang, Ying Wang, Xiangrong Wang. A Mean-Field Optimal Control for Fully Coupled Forward-Backward Stochastic Control Systems with Lévy Processes. J. Systems Science & Complexity, 35(1):205-220, 2022. [doi]

Authors

Zhen Huang

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Ying Wang

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Xiangrong Wang

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