The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Jump Diffusions
Work
Year: 2023
Type: article
Authors Hanane Ben-Gherbal, Brahim Mezerdi
Cites: 18
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: closed
Grant ID SB 201017