Singular control with state constraints on unbounded domain (Q858986): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular control with state constraints on unbounded domain |
scientific article |
Statements
Singular control with state constraints on unbounded domain (English)
0 references
12 January 2007
0 references
viscosity solutions
0 references
Hamilton-Jacobi-Bellman equation
0 references
Skorokhod problem
0 references
Brownian control problems
0 references
stochastic networks
0 references
