A class of solvable singular stochastic control problems (Q4700350)
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scientific article; zbMATH DE number 1356184
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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