Yazar
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Pointwise Second-Order Necessary Conditions for Stochastic Optimal Control with Jump Diffusions
Ghoul Abdelhak:: Hafayed Mokhtar:: Lakhdari Imad Eddine:: Meherrem Shahlar (2023)In this paper we establish a second-order necessary conditions for stochastic optimal control for jump diffusions. The controlled system is described by a stochastic differential systems driven by Poisson random measure ...
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