Singular Stochastic Control Problems
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Publication:4652556
DOI10.1137/S0363012902412719zbMath1101.93084OpenAlexW2118782705MaRDI QIDQ4652556
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Publication date: 28 February 2005
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012902412719
Optimal stochastic control (93E20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Impulsive optimal control problems (49N25)
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