State and Control Path-Dependent Stochastic Optimal Control With Jumps (Q6075998)
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scientific article; zbMATH DE number 7740959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State and Control Path-Dependent Stochastic Optimal Control With Jumps |
scientific article; zbMATH DE number 7740959 |
Statements
State and Control Path-Dependent Stochastic Optimal Control With Jumps (English)
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21 September 2023
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functional Itô formula for jump diffusions
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integro-type path-dependent Hamilton-Jacobi-Bellman (PHJB) equation
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stochastic control for jump diffusions
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stochastic control with delay
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verification theorem
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