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math.OC2018★ 1 cited
Anticipated mean-field backward stochastic differential equations with jumps
Tao Hao
In this paper we prove the existence and uniqueness theorem, comparison theorem of a class of anticipated mean-field backward stochastic differential equations with jumps.
math.OC2018★ 1 cited
A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps
Tao Hao, Qingxin Meng
In this paper we prove a necessary condition of the optimal control problem for a class of general mean-field forward-backward stochastic systems with jumps in the case where the d…