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- W1552824197 abstract "A necessary maximum principle is proved for optimal controls of stochastic systems driven by multidimensional Teugel’s martingales. The multidimensional Teugel’s mart ingales are constructed by orthogonalizing the multidimen" @default.
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- W1552824197 date "2012-05-29" @default.
- W1552824197 modified "2023-09-27" @default.
- W1552824197 title "A General Stochastic Maximum Principle For Optimal Control Of Stochastic Systems Driven By Multidimensional Teugel's Martingales ✩" @default.
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