Singular control of the drift of a Brownian system (Q2238968)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular control of the drift of a Brownian system |
scientific article |
Statements
Singular control of the drift of a Brownian system (English)
0 references
2 November 2021
0 references
singular stochastic control
0 references
Dynkin game
0 references
viscosity solution
0 references
free boundary
0 references
smooth-fit
0 references
Brownian motion
0 references
ordinary differential equation
0 references
