On the solution structure of infinite-dimensional linear problems stemming from singular stochastic control problems (Q5136744)
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scientific article; zbMATH DE number 7278846
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| English | On the solution structure of infinite-dimensional linear problems stemming from singular stochastic control problems |
scientific article; zbMATH DE number 7278846 |
Statements
On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems (English)
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27 November 2020
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stochastic control
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linear programming
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relaxed controls
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0.8393033742904663
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0.8200740218162537
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0.8199708461761475
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0.8145799040794373
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0.7985237836837769
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