Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953)
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scientific article; zbMATH DE number 5563810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality necessary conditions in singular stochastic control problems with nonsmooth data |
scientific article; zbMATH DE number 5563810 |
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Optimality necessary conditions in singular stochastic control problems with nonsmooth data (English)
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10 June 2009
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stochastic differential equation
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stochastic control
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maximum principle
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singular control
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distributional derivative
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adjoint process
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variational principle
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0.9690288
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0.9567002
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0.9515191
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0.9405646
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0.94022256
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0.9382038
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0.9350344
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0.93501604
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0.93132144
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