Stochastic controls of relaxed-singular problems
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Publication:5402781
DOI10.1515/rose-2014-0003zbMath1292.93146OpenAlexW2330406756MaRDI QIDQ5402781
Publication date: 17 March 2014
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2014-0003
optimal controlmaximum principlestochastic differential equationvariational inequalityvariational principleadjoint equationrelaxed-singular control
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Generalized stochastic processes (60G20)
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