Strong solutions and pathwise control for non-linear stochastic system with Poisson jumps in \(n\)-dimensional space

zbMath0742.93083MaRDI QIDQ1175585

Rong Situ

Publication date: 25 June 1992

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

strong solutionsoptimal Bang-Bang stochastic controlstochastic differential equations with Poisson jump

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

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