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Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions - MaRDI portal

Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions

From MaRDI portal
Publication:6084118

DOI10.1007/s40304-021-00272-5zbMath1526.93278MaRDI QIDQ6084118

Shahlar Meherrem, Mokhtar Hafayed, Abdelhak Ghoul, Imad Eddine Lakhdari

Publication date: 31 October 2023

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)






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