Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315): Difference between revisions

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Latest revision as of 08:34, 30 July 2024

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Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem
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    Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (English)
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    23 June 2016
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    singular stochastic control
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    Brownian motion
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    optimal control
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    Skorokhod problem
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    time-dependent boundary
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