On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On singular control problems with state constraints and regime-switching: a viscosity solution approach |
scientific article |
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On singular control problems with state constraints and regime-switching: a viscosity solution approach (English)
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3 June 2016
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constrained viscosity solution
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regime-switching diffusion
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singular stochastic control
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weak dynamic programming principle
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quasi-variational inequality
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