The optimal control of the cheap monotone follower (Q4849123)
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scientific article; zbMATH DE number 800430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal control of the cheap monotone follower |
scientific article; zbMATH DE number 800430 |
Statements
The optimal control of the cheap monotone follower (English)
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25 September 1995
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singular stochastic control
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variational inequality
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free boundary
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reflected diffusion
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two-dimensional monotone follower problem
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cheap- control
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