Maximum principles for jump diffusion processes with infinite horizon (Q2356691)
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scientific article; zbMATH DE number 6725761
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Maximum principles for jump diffusion processes with infinite horizon |
scientific article; zbMATH DE number 6725761 |
Statements
Maximum principles for jump diffusion processes with infinite horizon (English)
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6 June 2017
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optimal control
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Lévy processes
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maximum principle
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Hamiltonian
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infinite horizon
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adjoint process
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partial information
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0.8560933470726013
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0.8472672700881958
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0.8439989686012268
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0.8320636749267578
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0.8293794989585876
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