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Sankore

Named after the University of Sankore in Timbuktu — one of the world’s oldest centres of learning. Every figure here is computed from work-level records in our own graph, never copied from a source’s summary count.

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Maximum Principle for Stochastic Control of SDEs with Measurable Drifts

2023Journal of Optimization Theory and ApplicationsJournalOpen access

10.1007/s10957-023-02209-0 Full text2 citations

Authors

2 authors across 3 institutions in 3 countries.

Olivier Menoukeu-PamenFirst authorCorresponding
- African Institute for Mathematical Sciences Ghana (GH)
Ludovic TangpiSenior author

Fields

Assignment is probabilistic — a work belongs to several fields in proportions.

Stochastic processes and financial applicationslevel 3 · 1.00
Fluid Dynamics and Turbulent Flowslevel 3 · 0.98
Risk and Portfolio Optimizationlevel 3 · 0.98

Sources

Several sources describing one work is the point — it means the record rests on more than one authority.

openalexseen September 5, 2026
2023 · Journal of Optimization Theory and Applications · 2 citations
https://openalex.org/W3124120670

Maximum Principle for Stochastic Control of SDEs with Measurable Drifts · Sankore