Pages that link to "Item:Q497405"
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The following pages link to Generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q497405):
Displaying 3 items.
- Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem (Q607778) (← links)
- Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q1729834) (← links)
- Semiconcavity of the value function for exit time problems with nonsmooth target (Q1767330) (← links)