Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process

DOI10.1155/2017/2541687zbMath1426.93365OpenAlexW2758284696MaRDI QIDQ1992520

Hong Huang, Ting Hou, Lu Xu, Xiang-Rong Wang

Publication date: 5 November 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/2541687

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (1)

A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach

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