Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps |
scientific article |
Statements
Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (English)
0 references
13 January 2015
0 references
stochastic optimal control
0 references
forward-backward stochastic system
0 references
maximum principle
0 references
Poisson jumps
0 references
Clarke generalized gradient
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
