Near optimality conditions in stochastic control of jump diffusion processes (Q647642): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:51, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near optimality conditions in stochastic control of jump diffusion processes |
scientific article |
Statements
Near optimality conditions in stochastic control of jump diffusion processes (English)
0 references
24 November 2011
0 references
diffusion with jumps
0 references
maximum principle
0 references
near-optimal control
0 references
adjoint process
0 references
