Absolutely continuous and singular stochastic control<sup>†</sup> (Q3679089)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absolutely continuous and singular stochastic control<sup>†</sup> |
scientific article |
Statements
Absolutely continuous and singular stochastic control<sup>†</sup> (English)
0 references
1986
0 references
stochastic control
0 references
asymptotically linear cost
0 references
value function
0 references
singular control
0 references
