Maximum Principle for Stochastic Control System with Elephant Memory and Jump Diffusion

Siqi Feng, Lei Gao, Guangchen Wang, Hua Xiao 0002. Maximum Principle for Stochastic Control System with Elephant Memory and Jump Diffusion. J. Systems Science & Complexity, 37(4):1392-1412, August 2024. [doi]

Abstract

Abstract is missing.