Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps
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Publication:5017736
DOI10.1360/012010-992zbMath1488.93188OpenAlexW2349123191MaRDI QIDQ5017736
Publication date: 17 December 2021
Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1360/012010-992
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic functional-differential equations (34K50)
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