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"The Maximum Principle for Progressive Optimal Stochastic Control Problems ..."

Yuanzhuo Song, Shanjian Tang, Zhen Wu (2020)

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DOI: 10.1137/19M1292308

access: closed

type: Journal Article

metadata version: 2021-09-16

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Yuanzhuo Song, Shanjian Tang, Zhen Wu:
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps. SIAM J. Control. Optim. 58(4): 2171-2187 (2020)

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