Year: 2014
Author: Xing Lei, Pengfei Zhao
Communications in Mathematical Research , Vol. 30 (2014), Iss. 3 : pp. 245–256
Abstract
In this paper, we have studied the necessary maximum principle of stochastic optimal control problem with delay and jump diffusion.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.13447/j.1674-5647.2014.03.06
Communications in Mathematical Research , Vol. 30 (2014), Iss. 3 : pp. 245–256
Published online: 2014-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 12
Keywords: stochastic differential equation jump diffusion delay necessary maximum principle.