Near optimality conditions in stochastic control of jump diffusion processes (Q647642)
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scientific article; zbMATH DE number 5978508
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| English | Near optimality conditions in stochastic control of jump diffusion processes |
scientific article; zbMATH DE number 5978508 |
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Near optimality conditions in stochastic control of jump diffusion processes (English)
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24 November 2011
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diffusion with jumps
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maximum principle
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near-optimal control
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adjoint process
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0.8995538949966431
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0.8796370625495911
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0.873791515827179
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0.8709197640419006
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