Convex duality for finite-fuel problems in singular stochastic control
From MaRDI portal
Publication:1321249
DOI10.1007/BF00939910zbMath0825.93977MaRDI QIDQ1321249
Publication date: 27 April 1994
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Generalized solution in singular stochastic control: The nondegenerate problem
- Convex Duality Approach to the Optimal Control of Diffusions
- Optimal control of piecewise deterministic markov process
- Additive Control of Stochastic Linear Systems with Finite Horizon
- Equivalent models for finite-fuel stochastic control
- SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
- On the existence and unicity of solutions of stochastic integral equations
- A Necessary and Sufficient Condition for Optimality of Dynamic Programming Type, Making No a Priori Assumptions on the Controls
- The Equivalence of Strong and Weak Formulations for Certain Problems in Optimal Control
This page was built for publication: Convex duality for finite-fuel problems in singular stochastic control
