On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions (Q4012463): Difference between revisions
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Revision as of 13:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions |
scientific article |
Statements
On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions (English)
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27 September 1992
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singular stochastic control
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diffusion processes
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variational inequalities
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stochastic optimization problem
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