Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

被引：0

作者：

N. C. Framstad

B. Øksendal

A. Sulem

机构：

[1] University of Oslo,Department of Mathematics

[2] University of Oslo,Department of Mathematics

[3] Norwegian School of Economics and Business Administration,undefined

[4] INRIA,undefined

[5] Domaine de Voluceau,undefined

来源：

Journal of Optimization Theory and Applications | 2005年 / 124卷

关键词：

Jump diffusions; optimal control; sufficient maximum principle; mean-variance portfolio selection;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We correct Example 4.2 of Ref. 1.

引用

页码：511 / 512

页数：1