Necessary conditions for optimal singular stochastic control problems
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Publication:5421593
DOI10.1080/17442500701351008zbMath1123.93087OpenAlexW1994303424MaRDI QIDQ5421593
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Publication date: 24 October 2007
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500701351008
Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Impulsive optimal control problems (49N25)
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