Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644)
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scientific article; zbMATH DE number 7537226
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| English | Stochastic maximum principle for systems driven by local martingales with spatial parameters |
scientific article; zbMATH DE number 7537226 |
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Stochastic maximum principle for systems driven by local martingales with spatial parameters (English)
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3 June 2022
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stochastic optimal control
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stochastic maximum principle
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local martingale with a spatial parameter
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0.8974197
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0.89710146
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0.8961041
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0.8924644
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