A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward‐backward systems
Publisher: John Wiley & Sons Inc
E-ISSN: 1934-6093|17|5|1798-1809
ISSN: 1561-8625
Source: ASIAN JOURNAL OF CONTROL, Vol.17, Iss.5, 2015-09, pp. : 1798-1809
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Abstract