Browsing by Subject Jump diffusion, Stochastic maximum principle, Strict control, Relaxed control, Adjoint equation, Variational inequality
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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18-Apr-2014 | A general optimality conditions for stochastic control problems of jump diffusions | Seid Bahlali; Adel Chala |