Singular control problems in bounded intervals (Q3764785)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular control problems in bounded intervals |
scientific article |
Statements
Singular control problems in bounded intervals (English)
0 references
1987
0 references
singular control problems
0 references
one-dimensional diffusion processes
0 references
bounded intervals
0 references
discounted cost
0 references
long term average cost
0 references
time average cost
0 references
value functions
0 references
variational inequalities
0 references
dynamic programming
0 references
