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"Maximum Principle for Stochastic Control of SDEs with Measurable Drifts."

Olivier Menoukeu Pamen, Ludovic Tangpi (2023)

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DOI: 10.1007/S10957-023-02209-0

access: open

type: Journal Article

metadata version: 2023-09-12

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  - https://dblp.org/rec/journals/jota/PamenT23
Olivier Menoukeu Pamen, Ludovic Tangpi:
Maximum Principle for Stochastic Control of SDEs with Measurable Drifts. J. Optim. Theory Appl. 197(3): 1195-1228 (2023)

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