- Journal Home
- Volume 41 - 2025
- Volume 40 - 2024
- Volume 39 - 2023
- Volume 38 - 2022
- Volume 37 - 2021
- Volume 36 - 2020
- Volume 35 - 2019
- Volume 34 - 2018
- Volume 33 - 2017
- Volume 32 - 2016
- Volume 31 - 2015
- Volume 30 - 2014
- Volume 29 - 2013
- Volume 28 - 2012
- Volume 27 - 2011
- Volume 26 - 2010
- Volume 25 - 2009
Necessary Maximum Principle of Stochastic Optimal Control with Delay and Jump Diffusion
Commun. Math. Res., 30 (2014), pp. 245-256.
Published online: 2021-05
Cited by
Export citation
- BibTex
- RIS
- TXT
@Article{CMR-30-245,
author = {Lei , Xing and Zhao , Pengfei},
title = {Necessary Maximum Principle of Stochastic Optimal Control with Delay and Jump Diffusion},
journal = {Communications in Mathematical Research },
year = {2021},
volume = {30},
number = {3},
pages = {245--256},
abstract = {
In this paper, we have studied the necessary maximum principle of stochastic optimal control problem with delay and jump diffusion.
}, issn = {2707-8523}, doi = {https://doi.org/10.13447/j.1674-5647.2014.03.06}, url = {http://global-sci.org/intro/article_detail/cmr/18966.html} }
TY - JOUR
T1 - Necessary Maximum Principle of Stochastic Optimal Control with Delay and Jump Diffusion
AU - Lei , Xing
AU - Zhao , Pengfei
JO - Communications in Mathematical Research
VL - 3
SP - 245
EP - 256
PY - 2021
DA - 2021/05
SN - 30
DO - http://doi.org/10.13447/j.1674-5647.2014.03.06
UR - https://global-sci.org/intro/article_detail/cmr/18966.html
KW - stochastic differential equation, jump diffusion, delay, necessary maximum principle.
AB -
In this paper, we have studied the necessary maximum principle of stochastic optimal control problem with delay and jump diffusion.
Lei , Xing and Zhao , Pengfei. (2021). Necessary Maximum Principle of Stochastic Optimal Control with Delay and Jump Diffusion.
Communications in Mathematical Research . 30 (3).
245-256.
doi:10.13447/j.1674-5647.2014.03.06
Copy to clipboard