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20122024
most citedMaximum principle for optimal control of forward-backward doubly stochastic differential equations with jumps

2 citations · 3 across the 7 of their papers we have counts for

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math.OC2012

Necessary conditions for optimality for stochastic evolution equations

AbdulRahman Al-Hussein

This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary…