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Optimality necessary conditions in singular stochastic control problems with nonsmooth data
16 references·2 citing·31 second hop
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  • 1998

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Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
90 cited

Cited by

  • 2013Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection17 cited
  • 2016Irreversible Capital Accumulation with Economic Impact17 cited