Search for dissertations about: "Fred Espen Benth"
Found 1 swedish dissertation containing the words Fred Espen Benth.
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1. Contributions to the Stochastic Maximum Principle
Abstract : This thesis consists of four papers treating the maximum principle for stochastic control problems. In the first paper we study the optimal control of a class of stochastic differential equations (SDEs) of mean-field type, where the coefficients are allowed to depend on the law of the process. READ MORE
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