Optimal control for stochastic differential delay equations with Poisson jumps and applications (Q2260447)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control for stochastic differential delay equations with Poisson jumps and applications |
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Optimal control for stochastic differential delay equations with Poisson jumps and applications (English)
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10 March 2015
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stochastic optimal control
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stochastic differential delay equation
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anticipated backward stochastic differential equation
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Poisson jumps
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maximum principle
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