The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps |
scientific article |
Statements
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (English)
0 references
30 July 2020
0 references
maximum principle
0 references
random jumps
0 references
spike variation
0 references
adjoint equation
0 references
