Infinite-Dimensional Linear Programming Approach to SingularStochastic Control
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Publication:4337423
DOI10.1137/S036301299528685XzbMath0880.93060MaRDI QIDQ4337423
Publication date: 19 May 1997
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
stochastic optimal controlinfinite-dimensional linear programmingsingular control problemvariational inequality with gradient constraints
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