A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information
In this article, the stochastic linear-quadratic optimal control problem of mean-field type with jumps under partial information is discussed. The state equation which contains affine terms is a SDE with jumps driven by a multidimensional Brownian motion and a Poisson stochastic martingale measure,...
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| Veröffentlicht in: | ESAIM. Control, optimisation and calculus of variations optimisation and calculus of variations, 2022-08, Vol.28, p.53 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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