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

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Revision as of 01:52, 5 March 2024

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The relaxed general maximum principle for singular optimal control of diffusions
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    The relaxed general maximum principle for singular optimal control of diffusions (English)
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    10 February 2009
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    singular control
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    maximum principle
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    adjoint equations
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    relaxed control
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    martingale measures
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