A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition |
scientific article |
Statements
A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (English)
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11 April 2016
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stochastic control
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degenerate parabolic condition
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backward stochastic partial differential equation
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portfolio liquidation
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singular terminal value
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