Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem.
Autor: | Feleqi, Ermal |
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Zdroj: | NoDEA: Nonlinear Differential Equations & Applications; Feb2019, Vol. 26 Issue 1, p1-24, 24p |
Databáze: | Complementary Index |
Externí odkaz: |