The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps (Q2408323)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps |
scientific article |
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The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps (English)
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12 October 2017
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optimal control
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relaxed control
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maximum principle
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