This paper establishes a stochastic maximum principle for a stochastic control of mean-field model which is governed by a Lévy process involving continuous and impulse control. The authors also show the existence and uniqueness of the solution to a jump-diffusion mean-field stochastic differential equation involving impulse control. As for its application, a mean-variance portfolio selection problem has been solved.

中文翻译：

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涉及脉冲控制的跳-扩散平均场模型的随机最大原理及其在金融中的应用

本文建立了均值场模型随机控制的最大随机原理，该原理由包含连续和脉冲控制的Lévy过程控制。作者还表明了涉及脉冲控制的跳扩散平均场随机微分方程解的存在性和唯一性。至于其应用，已经解决了均方差投资组合选择问题。