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Optimal dividend problem with a nonlinear regular-singular stochastic control

โœ Scribed by Chen, Mi; Peng, Xiaofan; Guo, Junyi


Book ID
120363514
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
722 KB
Volume
52
Category
Article
ISSN
0167-6687

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๐Ÿ“œ SIMILAR VOLUMES


Singular nonlinear Hโˆž optimal control pr
โœ W. C. A. Maas; A. J. Van Der Schaft ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 848 KB

The theory of nonlinear H , optimal control for affine nonlinear systems is extended to the more general context of singular H, optimal control of nonlinear systems using ideas from the linear H , theory. Our approach yields under certain assumptions a necessary and sufficient condition for solvabil