The general maximum principle for stochastic control problems with singular controls (Q2676620)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The general maximum principle for stochastic control problems with singular controls |
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The general maximum principle for stochastic control problems with singular controls (English)
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28 September 2022
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maximum principle
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singular control
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impulse control
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spike variation
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variation equation
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adjoint equation
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