Browsing by Subject Jump diffusion; stochastic maximum principle; strict control; relaxed control; adjoint equation; variational inequality; linear quadratic problem
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 18-Apr-2014 | The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem | A. Chala |