Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276)
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scientific article; zbMATH DE number 6365076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes |
scientific article; zbMATH DE number 6365076 |
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Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (English)
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3 November 2014
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maximum principle
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stochastic optimal control
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Lévy processes
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stochastic differential equation with delay
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anticipated backward differential equation
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