The stochastic maximum principle for a singular control problem (Q4849475)
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scientific article; zbMATH DE number 800846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic maximum principle for a singular control problem |
scientific article; zbMATH DE number 800846 |
Statements
The stochastic maximum principle for a singular control problem (English)
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25 September 1995
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convex cost
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stochastic maximum principle
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stochastic singular control
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