A general optimality conditions for stochastic control problems of jump diffusions (Q434355)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general optimality conditions for stochastic control problems of jump diffusions |
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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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