works on
finite horizon 1h2/h∞ control 1mean-field systems 1poisson jumps 1riccati equations 1stochastic control 1

From the 1 of 1 linked paper with an AI index.

collaborators

1 paper

math.OC2026

Finite horizon stochastic control for continuous-time mean-field systems with Poisson jumps

Huimin Han, Shaolin Ji, Weihai Zhang

The paper develops a finite‑horizon stochastic H₂/H∞ control method for continuous‑time mean‑field systems with Poisson jumps, deriving a bounded‑real lemma and showing that solvab…