A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case

DOI10.1155/2020/1768507zbMath1459.93191OpenAlexW3033013433MaRDI QIDQ778640

Hong Huang, Ying Li, Xiang-Rong Wang

Publication date: 3 July 2020

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

Full work available at URL: https://doi.org/10.1155/2020/1768507

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Stochastic maximum principle for recursive optimal control problems with varying terminal time

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