Abstract
In this paper, we deal with an optimal control, where the system is driven by a mean-field forward-backward doubly stochastic differential equation with jumps diffusion. We assume that the set of admissible control is convex, and we establish a necessary as well as a sufficient optimality condition for such system.
Funding statement: This work is partially supported by Biskra’s University, Faculty of Science Exacte and Science of Nature and Life, PRFU project No. C00L03UN070120180002.
Acknowledgements
The authors wish to thank the referees and editors for their valuable comments and suggestions which led to improvements in the document.
References
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© 2019 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- Wegner estimate for discrete Schrödinger operators with Gaussian random potentials
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes
- BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
- Fast decay of eigenfunction correlators in long-range continuous random alloys
- Inverting weak random operators
- The limit G-Law for the solutions of systems of linear algebraic equations with independent random coefficients under the G-Lindeberg condition
Articles in the same Issue
- Frontmatter
- Wegner estimate for discrete Schrödinger operators with Gaussian random potentials
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes
- BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
- Fast decay of eigenfunction correlators in long-range continuous random alloys
- Inverting weak random operators
- The limit G-Law for the solutions of systems of linear algebraic equations with independent random coefficients under the G-Lindeberg condition