Maximum principle for optimal control problems involving impulse controls with nonsmooth data (Q2833721)

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scientific article; zbMATH DE number 6656327
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Maximum principle for optimal control problems involving impulse controls with nonsmooth data
scientific article; zbMATH DE number 6656327

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    Maximum principle for optimal control problems involving impulse controls with nonsmooth data (English)
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    25 November 2016
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    optimal control
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    maximum principle
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    impulse control
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    distributional derivative
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    forward-backward stochastic differential equations
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