Global maximum principle for the forward--backward stochastic optimal control problem with Poisson jumps (Q2937877)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Global maximum principle for the forward--backward stochastic optimal control problem with Poisson jumps |
scientific article; zbMATH DE number 6385721
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Global maximum principle for the forward--backward stochastic optimal control problem with Poisson jumps |
scientific article; zbMATH DE number 6385721 |
Statements
Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (English)
0 references
13 January 2015
0 references
stochastic optimal control
0 references
forward-backward stochastic system
0 references
maximum principle
0 references
Poisson jumps
0 references
Clarke generalized gradient
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8860121369361877
0 references
0.8837463855743408
0 references
0.87868332862854
0 references
0.8736056089401245
0 references
0.8722178936004639
0 references
