Necessary conditions for optimality for a diffusion with a non-smooth drift (Q3797083)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions for optimality for a diffusion with a non-smooth drift |
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Necessary conditions for optimality for a diffusion with a non-smooth drift (English)
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1988
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maximum principle
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stochastic control problem
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non-smooth drift
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adjoint process
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