Singular stochastic control problems

SIAM Journal on Control and Optimization

Volumn 43, Issue 2, 2005, Pages 708-730

  Dufour, F ^a,b   Miller, B ^c  

^a UNIVERSITÉ BORDEAUX 1   (France)

^b UNIVERSITÉ DE BORDEAUX   (France)

^c INSTITUTE FOR INFORMATION TRANSMISSION PROBLEMS   (Russian Federation)

Author keywords

Nonlinear stochastic systems; Optimal control; Singular control; Time change

Indexed keywords

APPROXIMATION THEORY; BROWNIAN MOVEMENT; FUNCTIONS; MATHEMATICAL MODELS; NONLINEAR CONTROL SYSTEMS; OPTIMAL CONTROL SYSTEMS; PROBABILITY; PROBLEM SOLVING; SET THEORY; VECTORS;

NONLINEAR STOCHASTIC SYSTEMS; OPTIMAL CONTROL; SINGULAR CONTROL; TIME CHANGE;

STOCHASTIC CONTROL SYSTEMS;

EID: 16244419741     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012902412719     Document Type: Article

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