On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients |
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On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (English)
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3 April 2008
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Stochastic differential equation
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Optimal control
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Stochastic maximum principle
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Degenerate diffusion
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