A second order maximum principle for singular optimal stochastic control in the classical sense

Mayssa Zaidi, Auteur ; Abdelhak Ghoul, Directeur de thèse | Biskra [Algérie] : Faculté des Sciences Exactes et des Sciences de la Nature et de la Vie, Université Mohamed Khider | 2024

In this work, we establish second-order necessary conditions for singular optimal controls in the classical sense, we consider the convex case, i.e., the control region is allowed to be convex, and the control variable enters into both the dri[...]

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