Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems (Q934146)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems |
scientific article |
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Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems (English)
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29 July 2008
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degenerate second order Hamilton-Jacobi equations
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viscosity solutions
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singular and unbounded stochastic control problems
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