On sufficient and necessary of existence for a class of singular optimal stochastic control

zbMath1047.93051MaRDI QIDQ1433516

Mingda Qin, Chuanlai Lu, Kun Hui Liu

Publication date: 18 June 2004

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

variational inequalitiesstochastic differential equationssingular control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic integral equations (60H20)

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