Stochastic Maximum Principle
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-44184-5_229
Reference16 articles.
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3. Bismut JM (1978) An introductory approach to duality in optimal stochastic control. SIAM Rev 20(1):62–78
4. Carmona R, Delarue F (2018) Probabilistic theory of mean field games with applications. I. Mean field FBSDEs, control, and games. Probability theory and stochastic modelling, vol 83. Springer, Cham
5. Du K, Meng Q (2013) A maximum principle for optimal control of stochastic evolution equations. SIAM J Control Optim 51(6):4343–4362
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