The near-optimal maximum principle of impulse control for stochastic recursive system

Authors

Keywords

Ekeland’s principle, FBSDE, impulse control, maximum principle, near optimality, 近似最大值原理, 正倒向方程, 随机递归系统, 脉冲控制, 变分原理

Journal

Volume 59, Issue 11, Pages -

Publisher

Springer Nature

Online

2016-10-18

DOI

10.1007/s11432-015-0777-0

References

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