The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663)
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scientific article; zbMATH DE number 7788969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The relaxed stochastic maximum principle in singular optimal control of jump diffusions |
scientific article; zbMATH DE number 7788969 |
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The relaxed stochastic maximum principle in singular optimal control of jump diffusions (English)
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16 January 2024
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stochastic differential equation
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optimal control
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jump process
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relaxed control
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singular control
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stochastic maximum principle
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