Publication:5487641
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zbMath1136.93464MaRDI QIDQ5487641
Mingda Qin, Chuanlai Lu, Kun Hui Liu
Publication date: 11 September 2006
stochastic differential equation; singular stochastic control; stationary model; variational equation system; nonsymmetric stochastic control
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
49J55: Existence of optimal solutions to problems involving randomness
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