The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (Q5453571)
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scientific article; zbMATH DE number 5256897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions |
scientific article; zbMATH DE number 5256897 |
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The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (English)
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3 April 2008
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singular control
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maximum principle
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adjoint process
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variational inequality
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relaxed control
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variational principle
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