Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem (Q4204093)
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scientific article; zbMATH DE number 4123660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem |
scientific article; zbMATH DE number 4123660 |
Statements
Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem (English)
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1989
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Regularity
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variational inequality
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two-dimensional singular stochastic control problem
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