Browsing by Subject singular control; maximum principle; adjoint process; variational inequality; relaxed control; variational principle.
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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21-May-2014 | The relaxed stochastic maximum principle in singular optimal control of diffusions | Bahlali, S; Djehiche, B; Mezerdi, B. |