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dc.contributor.authorMokhtar Hafayed-
dc.contributor.authorSyed Abbas-
dc.description.abstractWe 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
dc.subjectKeywords : stochastic maximum principle; controlled diffusion; generalized gradient; non-differentiable drift; Ekeland's variational principle; convex control domainen_US
dc.titleGeneralized Gradient in Weak Maximum Principle with Non-differentiable Driften_US
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