The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845): Difference between revisions

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Revision as of 04:11, 23 July 2024

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The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps
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    The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (English)
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    30 July 2020
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    maximum principle
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    random jumps
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    spike variation
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    adjoint equation
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