Maximum principles for jump diffusion processes with infinite horizon (Q2356691): Difference between revisions

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+A Maximum Principle for Infinite Horizon Delay Equations
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+A Maximum Principle for Stochastic Control with Partial Information
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+Backward stochastic differential equations and integral-partial differential equations
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+Infinite horizon forward-backward stochastic differential equations
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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+On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
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+On solutions of a class of infinite horizon FBSDEs
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