Pages that link to "Item:Q2480787"
From MaRDI portal
The following pages link to On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787):
Displayed 3 items.
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685) (← links)