Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881): Difference between revisions

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-.1007/s11424-010-7224-8
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@@ Property / full work available at URL @@
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@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
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@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
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+Stochastic maximum principle for optimal control problem of forward and backward system
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Backward Stochastic Differential Equations in Finance
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+Q3341248
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+Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
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@@ Property / DOI @@
+.1007/S11424-010-7224-8
@@ Property / DOI: 10.1007/S11424-010-7224-8 / rank @@
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