Generalized semiconcavity of the value function of a jump diffusion optimal control problem
Crossref DOI link: https://doi.org/10.1007/s00030-014-0304-z
Published Online: 2014-12-24
Published Print: 2015-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Feleqi, Ermal
Text and Data Mining valid from 2014-12-24
Article History
Received: 4 July 2014
Accepted: 9 December 2014
First Online: 24 December 2014