位置：成果数据库 > 期刊 > 期刊详情页
Relationship between MP and DPP for the Optimal Control Problem of Jump Diffusions
  • ISSN号：0095-4616
  • 期刊名称：Applied Mathematics and Optimization
  • 时间：0
  • 页码：171-173
  • 语言：英文
  • 相关项目：随机微分对策理论及其应用
作者： Zhen Wu|Jingtao Shi|
同期刊论文项目
随机微分对策理论及其应用
期刊论文 12 会议论文 3
同项目期刊论文
Valuation of futures options with initial margin requirements and daily price limit
The Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-Backward Stoch
Mean-field Backward Stochastic Differential Equations. A Limit Approach
Mean-field backward stochastic differential equations and related partial differential equations
Stochastic Differential Games with Reflection and Related Obstacle Problems for Isaacs Equations
One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps
MAXIMUM PRINCIPLE FOR FORWARD-BACKWARD STOCHASTIC CONTROL SYSTEM WITH RANDOM JUMPS AND APPLICATIONS TO FINANCE