Absolutely continuous and singular stochastic control<sup>†</sup> (Q3679089)
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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)
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1986
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stochastic control
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asymptotically linear cost
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value function
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singular control
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