A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Bin, Si, Yu, Shi, Jingtao
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control 93E20, 49K45, 60H10, 60G55
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.04201