Maximum principle in nonlinear optimal stochastic singular control problems
Keyword(s):
Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems
2013 ◽
Vol 26
(6)
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pp. 886-901
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2005 ◽
Vol 10
(0)
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pp. 988-1004
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2017 ◽
Vol 55
(5)
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pp. 2905-2935
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1974 ◽
Vol 96
(1)
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pp. 19-24
Keyword(s):
2018 ◽
Vol 457
(2)
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pp. 1591-1612
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Keyword(s):