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The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance.

Cailing LiZaiming LiuJinbiao WuXiang Huang
Published in: J. Syst. Sci. Complex. (2020)
Keyphrases
  • computational model
  • high level
  • experimental data
  • stochastic model
  • probabilistic model
  • mathematical model
  • bayesian framework
  • learning algorithm
  • formal model
  • robust optimization