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Latest revision as of 12:55, 9 July 2024

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Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps
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    Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (English)
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    13 January 2015
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    stochastic optimal control
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    forward-backward stochastic system
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    maximum principle
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    Poisson jumps
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    Clarke generalized gradient
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