Stochastic Maximum Principle

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Authors: Tamer Başar, Boualem Djehiche, Hamidou Tembiné
Cited by: 0
References: 7

Fields of Study & Subjects

Stochastic processes and financial applications Adaptive Dynamic Programming Control Optimization and Variational Analysis

Publication details

Journal / source
Static & dynamic game theory: foundations & applications
Pages
163–261
Publication date
1 January 2026
Language
EN
Document type
Book chapter