Maximum principle for anticipated recursive stochastic optimal control problem with delay and L′evy

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In this paper, we study the stochastic maximum principle for optimal control prob-lem of anticipated forward-backward system with delay and L′evy processes as the random dis-turbance. This control system can be described by the anticipated forward-backward stochastic diff erential equations with delay and L′evy processes (AFBSDEDLs), we first obtain the existence and uniqueness theorem of adapted solutions for AFBSDEDLs; combining the AFBSDEDLs’ preliminary result with certain classical convex variational techniques, the corresponding maxi-mum principle is proved.
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