검색결과 : 2건
No. | Article |
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1 |
On the stochastic maximum principle in optimal control of degenerate diffusions with lipschitz coefficients Bahlali K, Djehiche B, Mezerdi B Applied Mathematics and Optimization, 56(3), 364, 2007 |
2 |
The relaxed stochastic maximum principle in singular optimal control of diffusions Bahlali S, Djehiche B, Mezerdi B SIAM Journal on Control and Optimization, 46(2), 427, 2007 |