Discrete-time approximate stochastic maximum principle

Science China Mathematics 2026

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Authors: Bozhang Dong, Tianyang Nie, Zhen Wu

DOI: 10.1007/s11425-024-2482-4

Cited by: 0

References: 23

Fields of Study & Subjects

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

References 23