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Latest revision as of 11:28, 5 July 2024

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A general optimality conditions for stochastic control problems of jump diffusions
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    A general optimality conditions for stochastic control problems of jump diffusions (English)
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    10 July 2012
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    jump diffusion
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    stochastic maximum principle
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    strict control
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    relaxed control
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    adjoint equation
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    variational inequality
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