ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

A maximum principle for controlled stochastic factor model

Virginie Konlack Socgnia and Olivier Menoukeu Pamen

ESAIM: COCV, 24 2 (2018) 495-517

Published online: 26 January 2018

DOI: 10.1051/cocv/2017053

Virginie Konlack Socgnia

Olivier Menoukeu Pamen

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