Singular Stochastic Control Problems (Q4652556)

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scientific article; zbMATH DE number 2139098
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English
Singular Stochastic Control Problems
scientific article; zbMATH DE number 2139098

    Statements

    title
    Singular Stochastic Control Problems (English)
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    publication date
    28 February 2005
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    zbMATH Keywords
    nonlinear stochastic systems
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    optimal control
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    singular control
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    time change
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49J30
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    49N25
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    zbMATH DE Number
    2139098
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