On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions (Q4012463)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions |
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On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions (English)
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27 September 1992
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singular stochastic control
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diffusion processes
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variational inequalities
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stochastic optimization problem
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