A time-changed stochastic control problem and its maximum principle theory (Q5029380)
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scientific article; zbMATH DE number 7473153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time-changed stochastic control problem and its maximum principle theory |
scientific article; zbMATH DE number 7473153 |
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A time-changed stochastic control problem and its maximum principle theory (English)
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14 February 2022
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optimal stochastic control
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time-changed Lévy process
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maximum principle
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