On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control<sup>†</sup> (Q4648585): Difference between revisions
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scientific article; zbMATH DE number 6104705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control<sup>†</sup> |
scientific article; zbMATH DE number 6104705 |
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On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control<sup>†</sup> (English)
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9 November 2012
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stochastic maximum principle
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dynamic programming principle
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singular control
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