The relaxed general maximum principle for singular optimal control of diffusions (Q999836)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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