A class of stationary models of singular stochastic control

DOI10.1016/S0252-9602(17)30369-7zbMath1047.93050OpenAlexW2783824111MaRDI QIDQ1431134

Mingda Qin, Chuanlai Lu, Kun Hui Liu

Publication date: 27 May 2004

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30369-7

zbMATH Keywords

variational inequalitiesstochastic differential equationssingular control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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