A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678)
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scientific article; zbMATH DE number 7754265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach |
scientific article; zbMATH DE number 7754265 |
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A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (English)
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25 October 2023
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backward reachability approach
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fully coupled FBSDEs with jump diffusions
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integro-type HJB equation
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state-constrained stochastic control
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verification theorem
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