A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689)

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A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus
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    A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (English)
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    17 January 2018
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    singular control
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    optimal control
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    stochastic maximum principle
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    Malliavin derivative
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    partial information
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    necessary optimality conditions
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    adjoint process
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