The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps
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Publication:3300845
DOI10.1137/19M1292308zbMath1447.93378arXiv1904.00636OpenAlexW3045733734MaRDI QIDQ3300845
Zhen Wu, Shanjian Tang, Yuanzhuo Song
Publication date: 30 July 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.00636
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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