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Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Anita, Stefana-Lucia, Di Persio, Luca
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Optimization and Control 49J20, 49K45, 60H10, 60J60, 91G80, 93E20
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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