Stochastic maximum principle for optimal control problem with a stopping time cost functional
2019 ◽
Vol 5
(4)
◽
pp. 235
2014 ◽
Vol 259
◽
pp. 371-376
◽
2019 ◽
Vol 5
(4)
◽
pp. 235
2018 ◽
Vol 114
◽
pp. 27-30
◽
2016 ◽
Vol 54
(2)
◽
pp. 918-945
◽
Keyword(s):
Keyword(s):
2014 ◽
Vol 29
(1)
◽
pp. 67-85
◽