Keyword:Stochastic maximum principle

Publications
Solutions and Challenges in Computing FBSDEs with Large Jumps for Dam and Reservoir System Operation Hidekazu Yoshioka EasyChair Preprint 6885
Maximum Principle of Markov Regime-Switching Forward Stochastic Differential Equations with Jumps and Partial Information Hani Ben Abdallah EasyChair Preprint 5313