Browsing by Subject Normal martingales, structure equation, stochastic maximum principle, dynamic programming principle, time inconsistency, mean-field control problem, partial information, mean-variance criterion, stochastic systems with jumps.
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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2018 | Optimal control for stochastic differential equations governed by normal martingales | LAKHDARI, IMAD EDDINE |