The maximum principle for optimal control of diffusions with non-smooth coefficients-Reference-Cited by-同舟云学术

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The maximum principle for optimal control of diffusions with non-smooth coefficients

Published:1996-09 Issue:3-4 Volume:57 Page:303-316
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Bahlali Khaled¹,Mezerdi Brahim²,Ouknine Youssef³

Affiliation:

1. a Département de Mathématiques, Faculte des sciences et techniques , Université de Toulon et du Var , B. P 132;83 957, La Garde Cedex, France

2. b Institut d'Hydraulique , Centre universitaire Mohamed Khider , B.P 145, Biskra, Algerie

3. c Département de Mathématiques, Faculté des sciences Semlalia , Université Cadi Ayyad , B. P SI5, Marrakech, Maroc

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442509608834065

Reference19 articles.

1. An Introductory Approach to Duality in Optimal Stochastic Control

2. Clarke , F. H. “Optimisation and non smooth analysis”. New york: John Wiley.

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