A general stochastic maximum principle for singular control problems.
Bahlali, Seid; Mezerdi, Brahim
Electronic Journal of Probability [electronic only] (2005)
- Volume: 10, page 988-1004
- ISSN: 1083-589X
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topBahlali, Seid, and Mezerdi, Brahim. "A general stochastic maximum principle for singular control problems.." Electronic Journal of Probability [electronic only] 10 (2005): 988-1004. <http://eudml.org/doc/127233>.
@article{Bahlali2005,
author = {Bahlali, Seid, Mezerdi, Brahim},
journal = {Electronic Journal of Probability [electronic only]},
language = {eng},
pages = {988-1004},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {A general stochastic maximum principle for singular control problems.},
url = {http://eudml.org/doc/127233},
volume = {10},
year = {2005},
}
TY - JOUR
AU - Bahlali, Seid
AU - Mezerdi, Brahim
TI - A general stochastic maximum principle for singular control problems.
JO - Electronic Journal of Probability [electronic only]
PY - 2005
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 10
SP - 988
EP - 1004
LA - eng
UR - http://eudml.org/doc/127233
ER -
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