Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953): Difference between revisions
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Revision as of 21:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality necessary conditions in singular stochastic control problems with nonsmooth data |
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Optimality necessary conditions in singular stochastic control problems with nonsmooth data (English)
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10 June 2009
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stochastic differential equation
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stochastic control
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maximum principle
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singular control
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distributional derivative
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adjoint process
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variational principle
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