A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904): Difference between revisions

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Revision as of 04:43, 10 July 2024

scientific article; zbMATH DE number 6444788
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A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries
scientific article; zbMATH DE number 6444788

    Statements

    A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (English)
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    10 June 2015
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    finite-fuel singular stochastic control
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    optimal stopping
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    free boundary
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    smooth fit
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    Hamilton-Jacobi-Bellmann equation
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    irreversible investment
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    Identifiers

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