Browsing by Subject Optimal control, Stochastic systems with jumps, Pointwise secondorder necessary condition, Maximum principle, Variational equation
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 2022 | Pointwise Second Order Necessary Conditions for Stochastic Optimal Control with Jump Diffusion | Ghoul, Abdelhak |