Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118)
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scientific article; zbMATH DE number 7758090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions |
scientific article; zbMATH DE number 7758090 |
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Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (English)
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31 October 2023
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optimal control
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stochastic systems with jumps
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pointwise second-order necessary condition
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maximum principle
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variational equation
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