Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
A general necessary and sufficient optimality conditions for singular control problems
A general stochastic maximum principle for mixed relaxed-singular control problems
A general stochastic maximum principle for optimal control problems of forward-backward systems
Necessary and sufficient optimality conditions for relaxed and strict control problems of backward systems
Stochastic maximum principle for optimal control problem of backward systems with terminal condition in L1
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