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Property / full work available at URL: https://doi.org/10.1016/j.sysconle.2011.07.009 / rank
 
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Property / OpenAlex ID: W2052421796 / rank
 
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Latest revision as of 16:00, 4 July 2024

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Near optimality conditions in stochastic control of jump diffusion processes
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    Near optimality conditions in stochastic control of jump diffusion processes (English)
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    24 November 2011
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    diffusion with jumps
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    maximum principle
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    near-optimal control
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    adjoint process
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