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Stochastics-an international journal of probability and stochastic processes. 1996;57(3):303-316. doi: 10.1080/17442509608834065 Q30.92025

The maximum principle for optimal control of diffusions with non-smooth coefficients

Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef

DOI: 10.1080/17442509608834065

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期刊名:Stochastics-an international journal of probability and stochastic processes

缩写:STOCHASTICS

ISSN:1744-2508

e-ISSN:1744-2516

IF/分区:0.9/Q3

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The maximum principle for optimal control of diffusions with non-smooth coefficients