Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes |
scientific article |
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Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (English)
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3 March 2010
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Teugel's martingales
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maximum principle
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adjoint equation
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