Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps
DOI10.1007/978-3-319-30417-5_7zbMATH Open1403.93193OpenAlexW2492084258MaRDI QIDQ4558894FDOQ4558894
Authors: AbdulRahman Al-Hussein, Boulekhrass Gherbal 
Publication date: 30 November 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-30417-5_7
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Cites Work
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Cited In (7)
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance.
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes
- Stochastic maximum principle for Hilbert space valued forward-backward doubly SDEs with Poisson jumps
- The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach
- Global maximum principle for the forward--backward stochastic optimal control problem with Poisson jumps
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
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