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]
@article{HuangWW22,
title = {A Mean-Field Optimal Control for Fully Coupled Forward-Backward Stochastic Control Systems with Lévy Processes},
author = {Zhen Huang and Ying Wang and Xiangrong Wang},
year = {2022},
doi = {10.1007/s11424-021-0077-5},
url = {https://doi.org/10.1007/s11424-021-0077-5},
researchr = {https://researchr.org/publication/HuangWW22},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {35},
number = {1},
pages = {205-220},
}