Optimal Control of Forward‐Backward Stochastic Jump‐Diffusion Differential Systems with Observation Noises: Stochastic Maximum Principle

Autor:	Qingxin Meng, Meijiao Wang, Qiuhong Shi
Rok vydání:	2019
Předmět:	Maximum principle Control and Systems Engineering Jump diffusion Applied mathematics Forward backward Optimal control Differential systems Mathematics
Zdroj:	Asian Journal of Control. 23:241-254
ISSN:	1934-6093 1561-8625
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b032f611292c4d2f866661fd66a8cf5e https://doi.org/10.1002/asjc.2272 Zobrazit plný text záznamu Plný text