Optimal control for stochastic differential delay equations with Poisson jumps and applications (Q2260447)
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scientific article; zbMATH DE number 6413366
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| English | Optimal control for stochastic differential delay equations with Poisson jumps and applications |
scientific article; zbMATH DE number 6413366 |
Statements
Optimal control for stochastic differential delay equations with Poisson jumps and applications (English)
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10 March 2015
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stochastic optimal control
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stochastic differential delay equation
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anticipated backward stochastic differential equation
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Poisson jumps
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maximum principle
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0.8698290586471558
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0.8617117404937744
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0.8575626015663147
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