A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173)
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scientific article; zbMATH DE number 6975293
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints |
scientific article; zbMATH DE number 6975293 |
Statements
A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (English)
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8 November 2018
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forward-backward stochastic control system driven by Lévy process
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maximum principle
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optimal portfolio
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terminal state constraint
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