Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bo, Lijun, Wang, Jingfei, Wei, Xiaoli, Yu, Xiang
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.05356