The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845)
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scientific article
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| English | The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps |
scientific article |
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The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (English)
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30 July 2020
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maximum principle
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random jumps
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spike variation
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adjoint equation
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0.97961146
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0.9638842
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0.9537995
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0.95336276
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0.95008343
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0.9498104
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0.94951195
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0.9480887
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