Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401): Difference between revisions

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Latest revision as of 12:58, 2 July 2024

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Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes
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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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