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) |
|---|---|---|
| 2018 | Optimal control for stochastic differential equations governed by normal martingales | LAKHDARI, IMAD EDDINE |