Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps |
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Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (English)
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13 January 2015
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stochastic optimal control
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forward-backward stochastic system
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maximum principle
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Poisson jumps
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Clarke generalized gradient
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