Maximum principle for stochastic control system with elephant memory and jump diffusion
DOI10.1007/S11424-024-3163-7zbMATH Open1544.93841MaRDI QIDQ6595036FDOQ6595036
Authors: Siqi Feng, L. Gao, Guangchen Wang, Hua Xiao 
Publication date: 29 August 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
maximum principleanticipated backward stochastic differential equationstochastic delayed differential equationFréchet derivativeelephant memory
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)
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