A second-order maximum principle for singular optimal stochastic controls (Q618964)
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scientific article; zbMATH DE number 5837950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order maximum principle for singular optimal stochastic controls |
scientific article; zbMATH DE number 5837950 |
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A second-order maximum principle for singular optimal stochastic controls (English)
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17 January 2011
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singular optimal stochastic control
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second-order maximum principle
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spike variation
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first and second adjoint processes
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vector-valued measure theory
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