The stochastic maximum principle for a singular control problem
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Publication:4849475
DOI10.1080/17442509408833921zbMath0834.93061OpenAlexW1972350190MaRDI QIDQ4849475
Abel Cadenillas, Ulrich G. Haussmann
Publication date: 25 September 1995
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833921
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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