Maximum Principle for Singular Stochastic Control Problems (Q3427786)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Principle for Singular Stochastic Control Problems |
scientific article |
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Maximum Principle for Singular Stochastic Control Problems (English)
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27 March 2007
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nonlinear stochastic systems
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optimal control
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singular control
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maximum principle
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time change
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