Regularity of the free boundary in singular stochastic control (Q1332169): 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 03:57, 5 March 2024
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)
0 references
16 February 2000
0 references
Hamilton-Jacobi-Bellman equation
0 references
singular stochastic control
0 references
penalty term
0 references
variational inequality
0 references
regularity of the free boundary
0 references
