Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem
Crossref DOI link: https://doi.org/10.1007/s00030-018-0550-6
Published Online: 2019-01-17
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Feleqi, Ermal
Funding for this research was provided by:
Cardiff University
Text and Data Mining valid from 2019-01-17
Article History
Received: 15 December 2014
Accepted: 26 December 2018
First Online: 17 January 2019