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

@@ Property / Mathematics Subject Classification ID @@
+K45
@@ Property / Mathematics Subject Classification ID: 49K45 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6054135
@@ Property / zbMATH DE Number: 6054135 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+jump diffusion
@@ Property / zbMATH Keywords: jump diffusion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic maximum principle
@@ Property / zbMATH Keywords: stochastic maximum principle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+strict control
@@ Property / zbMATH Keywords: strict control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+relaxed control
@@ Property / zbMATH Keywords: relaxed control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+adjoint equation
@@ Property / zbMATH Keywords: adjoint equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variational inequality
@@ Property / zbMATH Keywords: variational inequality / rank @@
+Normal rank

Revision as of 23:37, 29 June 2023