The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (Q5453571)
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scientific article; zbMATH DE number 5256897
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| English | The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions |
scientific article; zbMATH DE number 5256897 |
Statements
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (English)
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3 April 2008
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singular control
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maximum principle
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adjoint process
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variational inequality
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relaxed control
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variational principle
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0.9834337
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0.96431243
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0.9506655
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0.9447392
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0.94196653
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0.9415809
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