✦ LIBER ✦

Near optimality conditions in stochastic control of jump diffusion processes

✍ Scribed by Farid Chighoub; Brahim Mezerdi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A General Optimality Conditions for Stoc

✍ Seid Bahlali; Adel Chala 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 534 KB

Relationship Between MP and DPP for the

✍ Jing-Tao Shi; Zhen Wu 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 771 KB

Sufficient Stochastic Maximum Principle

✍ N.C. Framstad; B. Øksendal; A. Sulem 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 141 KB

Sufficient Stochastic Maximum Principle

✍ N. C. Framstad; B. Øksendal; A. Sulem 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 46 KB

Another set of conditions for average op

✍ Linn I. Sennott 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 401 KB

Optimal control problems in diffusion pr

✍ E. Sachs; E. Meister 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 483 KB