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dc.contributor.authorBahlali, K-
dc.contributor.authorDjehiche, B-
dc.contributor.authorMezerdi, B.-
dc.description.abstractWe establish a stochastic maximum principle in optimal control of a general class of degenerate diffusion processes with global Lipschitz coefficients, generalizing the existing results on stochastic control of diffusion processes. We use distributional derivatives of the coefficients and the Bouleau Hirsh flow property, in order to define the adjoint process on an extension of the initial probability space. Link eClickSearch&qid=7&SID=U1LlS2LUIj38alS36Mg&page=1&doc=7&cacheurlFromRightClick=noen_US
dc.subjectstochastic differential equation; optimal control; stochastic maximum principle;degenerate diffusion.en_US
dc.titleOn the stochastic maximum principle in optimal control of degenerate diffusions with lipschitz coefficientsen_US
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