Browsing by Subject Keywords : stochastic maximum principle; controlled diffusion; generalized gradient; non-differentiable drift; Ekeland's variational principle; convex control domain
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 11-Apr-2014 | Generalized Gradient in Weak Maximum Principle with Non-differentiable Drift | Mokhtar Hafayed; Syed Abbas |