Joint time-state generalized semiconcavity of the value...

Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem

Feleqi, Ermal
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Volume:
26
Journal:
Nonlinear Differential Equations and Applications NoDEA
DOI:
10.1007/s00030-018-0550-6
Date:
February, 2019
File:
PDF, 601 KB
2019
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