References

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• 2009Mean-field backward stochastic differential equations and related partial differential equations342 cited
• 2013Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations333 cited
• 2010A Maximum Principle for SDEs of Mean-Field Type330 cited
• 2011A General Stochastic Maximum Principle for SDEs of Mean-field Type281 cited
• 2001Backward Stochastic Differential Equations and Feynman-Kac Formula for Levy Processes, with Applications in Finance169 cited
• 2011Stochastic maximum principle in the mean-field controls149 cited
• 2014Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance123 cited
• 2013Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information111 cited
• 2007A Maximum Principle for Stochastic Control with Partial Information110 cited
• 2013The maximum principle for a jump-diffusion mean-field model and its application to the mean–variance problem69 cited
• 2007Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control36 cited
• 2013A mean-field maximum principle for optimal control of forward–backward stochastic differential equations with Poisson jump processes35 cited
• 2013On Near-Optimal Mean-Field Stochastic Singular Controls: Necessary and Sufficient Conditions for Near-Optimality