Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 6987219
Language Label Description Also known as
default for all languages
No label defined
    English
    Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps
    scientific article; zbMATH DE number 6987219

      Statements

      Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (English)
      0 references
      30 November 2018
      0 references
      Poisson process
      0 references
      sufficient conditions of optimality
      0 references
      optimal control
      0 references
      forward-backward doubly stochastic differential equation
      0 references
      adjoint equations
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references