Stochastic Maximum Principle for Optimal Control Problems In Progressive Structure

Ouidad Chabouha, Auteur ; Farid Chighoub, Directeur de thèse | Biskra [Algérie] : Faculté des Sciences Exactes et des Sciences de la Nature et de la Vie, Université Mohamed Khider | 2024

This master's dissertation introduces a straightforward method for dealing with jumps in stochastic processes. Here's an explanation of the key points: The approach we present is simple and easy to apply, which makes it accessible for those wo[...]

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