Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps (Q5017736): Difference between revisions
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Revision as of 18:27, 5 March 2024
scientific article; zbMATH DE number 7449056
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English | Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps |
scientific article; zbMATH DE number 7449056 |
Statements
Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps (English)
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17 December 2021
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recursive optimal control
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forward-backward stochastic delayed system
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Poisson jumps
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maximum principle
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