✦ LIBER ✦

Singular Stochastic Control Problems

✍ Scribed by Dufour, F.; Miller, B.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Linear stochastic singular control probl

✍ Yu-Chi Ho 📂 Article 📅 1972 🏛 Springer 🌐 English ⚖ 403 KB

Maximum Principle for Singular Stochasti

✍ Dufour, F.; Miller, B. 📂 Article 📅 2006 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 317 KB

Singular Perturbations in Stochastic Erg

✍ Kumar, K. Suresh 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 257 KB

Necessary conditions for optimal singula

✍ Dufour, F.; Miller, B. 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 358 KB

A Pair of Explicitly Solvable Singular S

✍ M. H. A. Davis; M. Zervos 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 260 KB

Finite Fuel Problem in Nonlinear Singula

✍ Motta, Monica; Sartori, Caterina 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 329 KB