Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes |
scientific article |
Statements
Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (English)
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18 April 2017
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optimal control
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infinite horizon
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forward-backward stochastic system
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Lévy processes
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Teugels martingales
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