Maximum Principle for Singular Stochastic Control Problems (Q3427786)
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scientific article; zbMATH DE number 5136689
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Maximum Principle for Singular Stochastic Control Problems |
scientific article; zbMATH DE number 5136689 |
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Maximum Principle for Singular Stochastic Control Problems (English)
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27 March 2007
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nonlinear stochastic systems
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optimal control
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singular control
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maximum principle
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time change
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0.911571443080902
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0.908496916294098
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0.9076309204101562
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0.9074479341506958
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0.8891414999961853
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