Singular Optimal Stochastic Controls I: Existence
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Publication:4841820
DOI10.1137/S0363012993250256zbMath0925.93958MaRDI QIDQ4841820
Publication date: 29 August 1999
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
value functionsingular controlsexistence theoryrelaxed controlscontrol rulescompactification methodpseudopath topology
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