Regularity of the free boundary in singular stochastic control (Q1332169): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of the free boundary in singular stochastic control |
scientific article |
Statements
Regularity of the free boundary in singular stochastic control (English)
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16 February 2000
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Hamilton-Jacobi-Bellman equation
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singular stochastic control
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penalty term
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variational inequality
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regularity of the free boundary
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