An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients
Author:
Funder
NRF
National Research Foundation
Publisher
Elsevier BV
Subject
Applied Mathematics,Analysis
Reference23 articles.
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4. Lectures on Stochastic Control;Bensoussan,1981
5. Conjugate convex functions in optimal stochastic control;Bismut;J. Math. Anal. Appl.,1973
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