Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840): Difference between revisions
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Latest revision as of 14:33, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information |
scientific article |
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Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (English)
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8 April 2021
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adjoint equations
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forward-backward doubly stochastic differential equations
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maximum principle
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necessary conditions
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Poisson process
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relaxed control
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strict control
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sufficient conditions
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