A class of solvable singular stochastic control problems (Q4700350): Difference between revisions

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scientific article; zbMATH DE number 1356184
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English
A class of solvable singular stochastic control problems
scientific article; zbMATH DE number 1356184

    Statements

    A class of solvable singular stochastic control problems (English)
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    5 December 1999
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    singular stochastic control
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    principle of smooth fit
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    nonlinear programming techniques
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