The optimal control of the cheap monotone follower (Q4849123)
From MaRDI portal
scientific article; zbMATH DE number 800430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal control of the cheap monotone follower |
scientific article; zbMATH DE number 800430 |
Statements
The optimal control of the cheap monotone follower (English)
0 references
25 September 1995
0 references
singular stochastic control
0 references
variational inequality
0 references
free boundary
0 references
reflected diffusion
0 references
two-dimensional monotone follower problem
0 references
cheap- control
0 references
0 references
0 references
