Browsing by Subject Stochastic differential equation; Stochastic control; Maximum principle; Singular control; Distributional derivative; Adjoint process; Variational principle.
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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21-May-2014 | Optimality necessary conditions in singular stochastic control problems with nonsmooth data | K. Bahlali; F.Chighoub; B. Djehiche |