Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401)
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scientific article; zbMATH DE number 5676847
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| English | Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes |
scientific article; zbMATH DE number 5676847 |
Statements
Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (English)
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3 March 2010
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Teugel's martingales
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maximum principle
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adjoint equation
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0.9471055
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0.9309804
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0.92785376
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0.9230217
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0.9213785
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