Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (Q2957558): Difference between revisions

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Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem
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    Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (English)
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    26 January 2017
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    maximum principle
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    Meyer-Zheng convergence
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    monotone-follower problem
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    optimal stochastic control
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    optimal stopping
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    singular control
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