Pages that link to "Item:Q607778"
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The following pages link to Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem (Q607778):
Displaying 4 items.
- Generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q497405) (← links)
- Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q1729834) (← links)
- Deterministic mean field games with control on the acceleration (Q2189997) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
