Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps

Bernt Oksendal, Agnès Sulem. Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps. SIAM J. Control and Optimization, 48(5):2945-2976, 2009. [doi]

Abstract

Abstract is missing.