{
  "id": "1904.00636",
  "version": "v1",
  "published": "2019-04-01T08:31:38.000Z",
  "updated": "2019-04-01T08:31:38.000Z",
  "title": "A general Maximum Principle for stochastic control problem with random jumps",
  "authors": [
    "Yuanzhuo Song",
    "Zhen Wu"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "In this paper, we obtain the maximum principle for optimal controls of stochastic systems with jumps by introducing a new method of variation. The control is allowed to enter both diffusion and jump term and the control domain need not to be convex.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-04-01T08:31:38.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic control problem",
      "general maximum principle",
      "random jumps",
      "stochastic systems",
      "optimal controls"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}