scientific article; zbMATH DE number 3490831
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Publication:4073255
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- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem
- The \(H_{\infty}\) control for bilinear systems with Poisson jumps
- Optimal control of a jump process
- A stochastic maximum principle for systems with jumps, with applications to finance.
- Decomposable jump decision processes
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