Pages that link to "Item:Q2128538"

The following pages link to A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538):

Displaying 2 items.

• Stochastic maximum principle for optimal liquidation with control-dependent terminal time (Q2674442) (← links)
• Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)