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作者（2019）在《The stochastic maximum principle for jump-diffusion optimal control problems of delay systems involving continuous and impulse controls and its applications to finance》一文中研究指出：This paper establishes a stochastic maximum principle for an optimal control of model which was drove by a It’o-L’evy process with time delay involving continuous and impulse control. We also show the
Abstract
This paper establishes a stochastic maximum principle for an optimal control of model which was drove by a It’o-L’evy process with time delay involving continuous and impulse control. We also show the
论文参考文献
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论文详细介绍
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标签：第31届中国控制与决策会议2019-06-03论文;
：The stochastic maximum principle for jump-diffusion optimal control problems of delay systems involving continuous and impulse controls and its applications to finance论文
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