The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem

✍ Scribed by Chala, Adel

• Book ID: 118061365
• Publisher: Walter de Gruyter GmbH & Co. KG
• Year: 2012
• Tongue: English
• Weight: 309 KB
• Volume: 20
• Category: Article
• ISSN: 0926-6364
• DOI: 10.1515/rose-2012-0012