Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes
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Publication:2977584
DOI10.1142/S0219493717500204zbMath1360.49002OpenAlexW2345378070MaRDI QIDQ2977584
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Publication date: 18 April 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493717500204
Brownian motion (60J65) Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15)
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