Infinite-Dimensional Linear Programming Approach to SingularStochastic Control (Q4337423)
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scientific article; zbMATH DE number 1011161
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite-Dimensional Linear Programming Approach to SingularStochastic Control |
scientific article; zbMATH DE number 1011161 |
Statements
Infinite-Dimensional Linear Programming Approach to SingularStochastic Control (English)
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19 May 1997
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stochastic optimal control
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singular control problem
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infinite-dimensional linear programming
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variational inequality with gradient constraints
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