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http://archives.univ-biskra.dz/handle/123456789/2272| Title: | Generalized Gradient in Weak Maximum Principle with Non-differentiable Drift |
| Authors: | Mokhtar Hafayed Syed Abbas |
| Keywords: | Keywords : stochastic maximum principle; controlled diffusion; generalized gradient; non-differentiable drift; Ekeland's variational principle; convex control domain |
| Issue Date: | 11-Apr-2014 |
| 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 |
| URI: | http://archives.univ-biskra.dz/handle/123456789/2272 |
| 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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