The optimal control problem with state constraints for forward–backward stochastic systems with jumps (Q4684046)
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scientific article; zbMATH DE number 6944624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal control problem with state constraints for forward–backward stochastic systems with jumps |
scientific article; zbMATH DE number 6944624 |
Statements
The optimal control problem with state constraints for forward–backward stochastic systems with jumps (English)
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27 September 2018
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optimal control
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stochastic maximum principle
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jump diffusion
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