A multidimensional singular stochastic control problem on a finite time horizon (Q2517158)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multidimensional singular stochastic control problem on a finite time horizon |
scientific article |
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A multidimensional singular stochastic control problem on a finite time horizon (English)
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17 August 2015
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singular stochastic control
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generalized derivative
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HJB equation
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optimal control
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