Singular Optimal Stochastic Controls I: Existence (Q4841820)

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scientific article; zbMATH DE number 778494
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    Singular Optimal Stochastic Controls I: Existence
    scientific article; zbMATH DE number 778494

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      Singular Optimal Stochastic Controls I: Existence (English)
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      29 August 1999
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      singular controls
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      relaxed controls
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      control rules
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      existence theory
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      pseudopath topology
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      compactification method
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      value function
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