Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953): Difference between revisions

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Latest revision as of 16:10, 1 July 2024

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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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