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"The Relaxed Stochastic Maximum Principle in Singular Optimal Control of ..."

Seid Bahlali, Boualem Djehiche, Brahim Mezerdi (2007)

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DOI: 10.1137/050644744

access: closed

type: Journal Article

metadata version: 2020-07-09

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Seid Bahlali, Boualem Djehiche, Brahim Mezerdi:
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions. SIAM J. Control. Optim. 46(2): 427-444 (2007)

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