An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients



Konlack Socgnia, Virginie ORCID: 0000-0001-7801-2149 and Menoukeu-Pamen, Olivier
(2015) An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients. Journal of Mathematical Analysis and Applications, 422 (1). 684 - 711.

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Additional Information: publisher: Elsevier articletitle: An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients journaltitle: Journal of Mathematical Analysis and Applications articlelink: http://dx.doi.org/10.1016/j.jmaa.2014.09.010 content_type: article copyright: Copyright © 2014 Elsevier Inc. All rights reserved.
Depositing User: Symplectic Admin
Date Deposited: 10 Dec 2018 10:34
Last Modified: 12 Dec 2018 01:10
DOI: 10.1016/j.jmaa.2014.09.010
URI: http://livrepository.liverpool.ac.uk/id/eprint/3029740
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