The following pages link to Samia Yakhlef (Q1689688):
Displaying 4 items.
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
- Singular control of stochastic Volterra integral equations (Q2157866) (← links)
- Optimal control of forward-backward stochastic Volterra equations (Q4686113) (← links)
- New approach to optimal control of stochastic Volterra integral equations (Q5087030) (← links)