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The stochastic maximum principle for a singular control problem

✍ Scribed by Cadenillas, Abel ;Haussmann, Ulrich G.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Maximum Principle for Singular Stochasti

✍ Dufour, F.; Miller, B. 📂 Article 📅 2006 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 317 KB

A General Stochastic Maximum Principle f

✍ Peng, Shige 📂 Article 📅 1990 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 992 KB

Maximum Principle for Stochastic Control

✍ A. Seierstad 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 677 KB

A maximum principle for stochastic contr

✍ Harold J. Kushner; Fred C. Schweppe 📂 Article 📅 1964 🏛 Elsevier Science 🌐 English ⚖ 665 KB

The Relaxed Stochastic Maximum Principle

✍ Bahlali, Seid; Djehiche, Boualem; Mezerdi, Brahim 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 207 KB

Maximum principle for the stochastic opt

✍ Li Chen; Zhen Wu 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 421 KB