A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904): Difference between revisions
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Latest revision as of 08:32, 30 July 2024
scientific article; zbMATH DE number 6444788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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