On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem

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Publication:691358

DOI10.1007/s12591-012-0108-8zbMath1261.49004OpenAlexW2053386446MaRDI QIDQ691358

Petr Veverka, Mokhtar Hafayed, Syed Abbas

Publication date: 30 November 2012

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12591-012-0108-8




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