The relaxed general maximum principle for singular optimal control of diffusions (Q999836)
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scientific article; zbMATH DE number 5505651
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| English | The relaxed general maximum principle for singular optimal control of diffusions |
scientific article; zbMATH DE number 5505651 |
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The relaxed general maximum principle for singular optimal control of diffusions (English)
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10 February 2009
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singular control
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maximum principle
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adjoint equations
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relaxed control
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martingale measures
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0.9834337
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0.9464148
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0.94441056
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0.94336736
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0.9402953
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0.9374265
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0.93338287
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