Singular Stochastic Control Problems (Q4652556)
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scientific article; zbMATH DE number 2139098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Stochastic Control Problems |
scientific article; zbMATH DE number 2139098 |
Statements
Singular Stochastic Control Problems (English)
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28 February 2005
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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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