A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008)
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scientific article; zbMATH DE number 6557780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems |
scientific article; zbMATH DE number 6557780 |
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17 March 2016
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maximum principle
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Malliavin calculus
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forward-backward systems
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impulse control
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non-Markovian system
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A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (English)
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