The relaxed general maximum principle for singular optimal control of diffusions (Q999836): Difference between revisions

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+https://doi.org/10.1016/j.sysconle.2008.08.003
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+W2068206136
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+A general stochastic maximum principle for singular control problems
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+Approximation and optimality necessary conditions in relaxed stochastic control problems
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+The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions
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+The stochastic maximum principle for a singular control problem
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+Publication:999836