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The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance |
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| Authors: | Li Cailing Liu Zaiming Wu Jinbiao Huang Xiang |
| Affiliation: | 1.School of Mathematics and Statistics, Central South University, Changsha, 410083, China ;2.Research and Development Center, Agricultural Bank of China, Beijing, 100161, China ; |
| Abstract: | Journal of Systems Science and Complexity - This paper establishes a stochastic maximum principle for a stochastic control of mean-field model which is governed by a Lévy process involving... |
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