Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes
暂无分享,去创建一个
[1] S. Peng,et al. Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control , 1999 .
[2] Shige Peng,et al. Anticipated backward stochastic differential equations , 2007, 0705.1822.
[3] Zhen Wu,et al. Maximum principle for the stochastic optimal control problem with delay and application , 2010, Autom..
[4] K. Bahlali,et al. BSDE associated with Lévy processes and application to PDIE , 2003 .
[5] D. Nualart,et al. Chaotic and predictable representation for L'evy Processes , 2000 .
[6] D. Nualart,et al. Backward stochastic differential equations and Feynman-Kac formula for Levy processes, with applications in finance , 2001 .
[7] Zhen Wu,et al. Dynamic programming principle for stochastic recursive optimal control problem with delayed systems , 2012 .
[8] S. Peng,et al. Adapted solution of a backward stochastic differential equation , 1990 .
[9] Zhen Wu,et al. Delayed Stochastic Linear-Quadratic Control Problem and Related Applications , 2012, J. Appl. Math..
[10] Zhen Wu,et al. Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes , 2009, J. Syst. Sci. Complex..
[11] Jingtao Shi,et al. Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations , 2012 .