A general optimality conditions for stochastic control problems of jump diffusions (Q434355)
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scientific article; zbMATH DE number 6054135
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| English | A general optimality conditions for stochastic control problems of jump diffusions |
scientific article; zbMATH DE number 6054135 |
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A general optimality conditions for stochastic control problems of jump diffusions (English)
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10 July 2012
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jump diffusion
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stochastic maximum principle
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strict control
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relaxed control
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adjoint equation
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variational inequality
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0.96340716
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0.94435525
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0.9440527
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0.93978685
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0.93703395
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0.93612444
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0.93520206
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0.93430257
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0.9338774
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