The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps |
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The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (English)
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30 July 2020
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maximum principle
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random jumps
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spike variation
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adjoint equation
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