A general optimality conditions for stochastic control problems of jump diffusions (Q434355): Difference between revisions

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+6054135
@@ Property / zbMATH DE Number: 6054135 / rank @@
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@@ Property / zbMATH Keywords @@
+jump diffusion
@@ Property / zbMATH Keywords: jump diffusion / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic maximum principle
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+strict control
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+relaxed control
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+adjoint equation
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+https://doi.org/10.1007/s00245-011-9143-z
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+Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems
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+Q3341248
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+Conjugate convex functions in optimal stochastic control
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Publication:434355