Stochastic maximum principle of forward-backward stochastic pantograph systems with random jumps (Q2992802)
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scientific article; zbMATH DE number 6611547
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| English | Stochastic maximum principle of forward-backward stochastic pantograph systems with random jumps |
scientific article; zbMATH DE number 6611547 |
Statements
10 August 2016
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stochastic optimal control
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stochastic maximum principle
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duality method
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variational approach
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0.8820233345031738
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0.8667816519737244
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0.852571964263916
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0.8472378849983215
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