Singular control of the drift of a Brownian system (Q2238968): Difference between revisions
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Revision as of 22:51, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular control of the drift of a Brownian system |
scientific article |
Statements
Singular control of the drift of a Brownian system (English)
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2 November 2021
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singular stochastic control
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Dynkin game
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viscosity solution
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free boundary
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smooth-fit
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Brownian motion
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ordinary differential equation
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