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http://archives.univ-biskra.dz/handle/123456789/2272Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Mokhtar Hafayed | - |
| dc.contributor.author | Syed Abbas | - |
| dc.date.accessioned | 2014-04-11T15:26:33Z | - |
| dc.date.available | 2014-04-11T15:26:33Z | - |
| dc.date.issued | 2014-04-11 | - |
| dc.identifier.uri | http://archives.univ-biskra.dz/handle/123456789/2272 | - |
| dc.description.abstract | We study the optimal stochastic control of systems driven by nonlinearly controlled stochastic differential equations with non-differentiable drift. The control-domain under consideration is necessarily convex and the diffusion coefficient can contain a control-variable. Link https://www.novapublishers.com/catalog/product_info.php?products_id=31784 | en_US |
| dc.subject | Keywords : stochastic maximum principle; controlled diffusion; generalized gradient; non-differentiable drift; Ekeland's variational principle; convex control domain | en_US |
| dc.title | Generalized Gradient in Weak Maximum Principle with Non-differentiable Drift | en_US |
| dc.type | Article | en_US |
| Appears in Collections: | Publications Internationales | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Generalized Gradient in Weak Maximum Principle with Non-differentiable Drift.pdf | 44,66 kB | Adobe PDF | View/Open |
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