Browsing by Subject First-order necessary conditions ; Near-optimal stochastic control ; Controlled diffusion with jumps ; Consumption-inve stment problem ; Ekeland’s variational principle ; Convex perturbation.
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 11-Apr-2014 | On Maximum Principle of Near-optimality for Diffusions with Jumps, with Application to Consumption-Investment Problem | Mokhtar Hafayed; Petr Veverka; Syed Abbas |