State and Control Path-Dependent Stochastic Optimal Control With Jumps (Q6075998)
From MaRDI portal
scientific article; zbMATH DE number 7740959
Language | Label | Description | Also known as |
---|---|---|---|
English | State and Control Path-Dependent Stochastic Optimal Control With Jumps |
scientific article; zbMATH DE number 7740959 |
Statements
State and Control Path-Dependent Stochastic Optimal Control With Jumps (English)
0 references
21 September 2023
0 references
functional Itô formula for jump diffusions
0 references
integro-type path-dependent Hamilton-Jacobi-Bellman (PHJB) equation
0 references
stochastic control for jump diffusions
0 references
stochastic control with delay
0 references
verification theorem
0 references