An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360)
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scientific article; zbMATH DE number 6352017
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| English | An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients |
scientific article; zbMATH DE number 6352017 |
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An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (English)
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7 October 2014
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stochastic maximum principle
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discounted control problem
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forward-backward stochastic differential equations
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degenerate diffusion
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0.9233807
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0.9115821
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0.90989834
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0.90875053
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0.9082968
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0.9081117
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