Stochastic maximum principle for mean-field type singular...

International Journal of Computational Systems Engineering 2019 Vol. 5; Iss. 4

Stochastic maximum principle for mean-field type singular optimal control problem with discounted cost

Palanisamy, Muthukumar, Ravi, Deepa
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Volume:
5
Year:
2019
Journal:
International Journal of Computational Systems Engineering
DOI:
10.1504/ijcsyse.2019.101704
File:
PDF, 278 KB
2019
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