@Article{CMR-30-3, author = {Xing, Lei and Zhao, Pengfei}, title = {Necessary Maximum Principle of Stochastic Optimal Control with Delay and Jump Diffusion}, journal = {Communications in Mathematical Research }, year = {2014}, volume = {30}, number = {3}, pages = {245--256}, abstract = {
In this paper, we have studied the necessary maximum principle of stochastic optimal control problem with delay and jump diffusion.
}, issn = {2707-8523}, doi = {https://doi.org/10.13447/j.1674-5647.2014.03.06}, url = {https://global-sci.com/article/81755/necessary-maximum-principle-of-stochastic-optimal-control-with-delay-and-jump-diffusion} }