Verification theorem of stochastic optimal control with mixed delay and applications to finance
type: Item
instance of: scholarly article
zbMATH Open document ID: 1338.93410
author: Wenli Zhu
author: Zisha Zhang
published in: Asian Journal of Control
publication date: 2016-06-17T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6594803
zbMATH Keywords: maximum principle
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: mixed delay
zbMATH Keywords: Hamiltonian function
zbMATH Keywords: adjoint equation
zbMATH Keywords: backward stochastic differential equation
MaRDI profile type: Publication
full work available at URL: asjc.993
OpenAlex ID: W1950082225
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DOI: 10.1002/ASJC.993
title: Verification theorem of stochastic optimal control with mixed delay and applications to finance
description: scientific article; zbMATH DE number 6594803