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Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps - MaRDI portal

Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps (Q5017736)

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scientific article; zbMATH DE number 7449056
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Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps
scientific article; zbMATH DE number 7449056

    Statements

    Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps (English)
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    17 December 2021
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    recursive optimal control
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    forward-backward stochastic delayed system
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    Poisson jumps
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    maximum principle
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