Open AccessA second-order maximum principle for singular optimal stochastic controls
Author(s) -
Shanjian Tang
Publication year - 2010
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2010.14.1581
Subject(s) - maximum principle , singular control , mathematics , optimal control , range (aeronautics) , order (exchange) , stochastic control , diffusion , mathematical optimization , physics , engineering , finance , economics , aerospace engineering , thermodynamics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom