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A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes

  • Dahbia Hafayed and Adel Chala EMAIL logo
Published/Copyright: February 21, 2019

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.

MSC 2010: 93E20; 60H30; 60G20

Communicated by Vyacheslav L. Girko


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.

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Received: 2018-01-02
Accepted: 2018-11-19
Published Online: 2019-02-21
Published in Print: 2019-03-01

© 2019 Walter de Gruyter GmbH, Berlin/Boston

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