Relationship between maximum principle and dynamic programming for forward-backward stochastic differential game with Poisson jumps (Q5063737)
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scientific article; zbMATH DE number 7494452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relationship between maximum principle and dynamic programming for forward-backward stochastic differential game with Poisson jumps |
scientific article; zbMATH DE number 7494452 |
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Relationship between maximum principle and dynamic programming for forward-backward stochastic differential game with Poisson jumps (English)
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21 March 2022
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stochastic differential game
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forward-backward stochastic differential equation
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Poisson jumps
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maximum principle
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dynamic programming
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recursive utility
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model uncertainty
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