Pages that link to "Item:Q2444215"

The following pages link to The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215):

Displayed 2 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) ‎ (← links)
• A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) ‎ (← links)