Maximum principle for forward-backward stochastic control system driven by Lévy process
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Publication:1666382
DOI10.1155/2015/702802zbMath1394.49024OpenAlexW1957583771WikidataQ59118966 ScholiaQ59118966MaRDI QIDQ1666382
Publication date: 27 August 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/702802
Related Items
A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes, A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints, Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process, A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case
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