Pointwise Second-Order Necessary Conditions for Stochastic Optimal Control with Jump Diffusions
Crossref DOI link: https://doi.org/10.1007/s40304-021-00272-5
Published Online: 2022-08-29
Published Print: 2023-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ghoul, Abdelhak
Hafayed, Mokhtar http://orcid.org/0000-0002-8915-9530
Lakhdari, Imad Eddine
Meherrem, Shahlar
Text and Data Mining valid from 2022-08-29
Version of Record valid from 2022-08-29
Article History
Received: 30 April 2021
Revised: 3 September 2021
Accepted: 25 October 2021
First Online: 29 August 2022