Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes

Qingxin Meng 0003, Maoning Tang. Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes. Science in China Series F: Information Sciences, 52(11):1982-1992, 2009. [doi]

Authors

Qingxin Meng 0003

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Maoning Tang

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