TY - JOUR
T1 - Necessary Maximum Principle of Stochastic Optimal Control with Delay and Jump Diffusion
AU - Lei , Xing
AU - Zhao , Pengfei
JO - Communications in Mathematical Research 
VL - 3
SP - 245
EP - 256
PY - 2021
DA - 2021/05
SN - 30
DO - http://doi.org/10.13447/j.1674-5647.2014.03.06
UR - https://global-sci.org/intro/article_detail/cmr/18966.html
KW - stochastic differential equation, jump diffusion, delay, necessary maximum principle.
AB - <p style="text-align: justify;">In this paper, we have studied the necessary maximum principle of
stochastic optimal control problem with delay and jump diffusion.</p>