Pages that link to "Item:Q2444215"
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The following pages link to The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215):
Displayed 3 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)
- The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)