Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps (Q5017736)
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scientific article; zbMATH DE number 7449056
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| English | Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps |
scientific article; zbMATH DE number 7449056 |
Statements
Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps (English)
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17 December 2021
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recursive optimal control
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forward-backward stochastic delayed system
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Poisson jumps
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maximum principle
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0.8837463855743408
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0.8698290586471558
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0.8667816519737244
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0.8594292402267456
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