On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1701.08861 / rank | |||
Normal rank |
Revision as of 20:56, 19 April 2024
scientific article; zbMATH DE number 6943358
Language | Label | Description | Also known as |
---|---|---|---|
English | On a Class of Path-Dependent Singular Stochastic Control Problems |
scientific article; zbMATH DE number 6943358 |
Statements
On a Class of Path-Dependent Singular Stochastic Control Problems (English)
0 references
25 September 2018
0 references
singular control
0 references
constrained BSDEs
0 references
path-dependent PDEs
0 references
viscosity solutions
0 references
transaction costs
0 references
regularity
0 references