Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps (Q3162571): Difference between revisions
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Latest revision as of 20:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps |
scientific article |
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Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps (English)
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20 October 2010
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maximum principle
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forward-backward stochastic differential equations
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Malliavin calculus
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stochastic optimal control
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convex risk measures
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risk minimization
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