Maximum principles for backward doubly stochastic systems with jumps and applications (Q5017817): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1360/012013-187 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2312886623 / rank | |||
Normal rank | |||
Latest revision as of 01:00, 20 March 2024
scientific article; zbMATH DE number 7449136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principles for backward doubly stochastic systems with jumps and applications |
scientific article; zbMATH DE number 7449136 |
Statements
Maximum principles for backward doubly stochastic systems with jumps and applications (English)
0 references
17 December 2021
0 references
maximum principle
0 references
optimal control
0 references
backward Itô's integral
0 references
linear quadratic problem
0 references
Poisson process
0 references
