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In this work we deal with a singular stochastic optimal control problem. We present a theoretical iterative method which converges to the analytical solution and we also present a discretization procedure to obtain an approximated solution. We establ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3498::576deae505eba68c7de46f3d3ff09288
http://online.watsci.org/contents2010/v17n1a.html
http://online.watsci.org/contents2010/v17n1a.html
