The relaxed general maximum principle for singular optimal control of diffusions (Q999836)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The relaxed general maximum principle for singular optimal control of diffusions |
scientific article |
Statements
The relaxed general maximum principle for singular optimal control of diffusions (English)
0 references
10 February 2009
0 references
singular control
0 references
maximum principle
0 references
adjoint equations
0 references
relaxed control
0 references
martingale measures
0 references
