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Singular Optimal Stochastic Controls I: Existence - MaRDI portal

Singular Optimal Stochastic Controls I: Existence (Q4841820)

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scientific article; zbMATH DE number 778494
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Singular Optimal Stochastic Controls I: Existence
scientific article; zbMATH DE number 778494

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    Singular Optimal Stochastic Controls I: Existence (English)
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    29 August 1999
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    singular controls
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    relaxed controls
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    control rules
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    existence theory
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    pseudopath topology
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    compactification method
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    value function
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