On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems

DOI10.1137/19M1297415zbMath1453.93244OpenAlexW3100117705WikidataQ114857097 ScholiaQ114857097MaRDI QIDQ5136744

Martin G. Vieten, Richard H. Stockbridge

Publication date: 27 November 2020

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1297415

zbMATH Keywords

linear programmingstochastic controlrelaxed controls

Mathematics Subject Classification ID

Linear programming (90C05) Optimal stochastic control (93E20)

Cites Work

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