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		题名	作者	年代	出处	被引量
	1	Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem显示文摘We study mean-field type optimal stochastic control problem for systems governed by mean-field controlled forward-backward stochastic differential equations with jump processes,in which the coefficients depend on the marginal law of the state process through its expected value.The control variable is allowed to enter both diffusion and jump coefficients.Moreover,the cost functional is also of mean-field type.Necessary conditions for optimal control for these systems in the form of maximum principle are established by means of convex perturbation techniques.As an application,time-inconsistent mean-variance portfolio selectionmixed with a recursive utility functional optimization problem is discussed to illustrate the theoretical results.	Mokhtar Hafayed Moufida Tabet Samira Boukaf	2015	Communications in Mathematics and Statistics2015，3，2：	1
	2	A Mean-Field Necessary and Sufficient Conditions for Optimal Singular Stochastic Control显示文摘This paper studies singular optimal control problems for systems described by nonlinear-controlled stochastic differential equations of mean-field type(MFSDEs in short),in which the coefficients depend on the state of the solution process as well as of its expected value.Moreover,the cost functional is also of mean-field type.The control variable has two components,the first being absolutely continuous and the second singular.We establish necessary as well as sufficient conditions for optimal singular stochastic control where the system evolves according to MFSDEs.These conditions of optimality differs from the classical one in the sense that here the adjoint equation turns out to be a linear mean-field backward stochastic differential equation.The proof of our result is based on convex perturbation method of a given optimal control.The control domain is assumed to be convex.A linear quadratic stochastic optimal control problem of mean-field type is discussed as an illustrated example.	Mokhtar Hafayed	2013	Communications in Mathematics and Statistics2013，1，4：	1

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