Singular control of stochastic linear systems with recursive utility (Q2503568)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular control of stochastic linear systems with recursive utility |
scientific article |
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Singular control of stochastic linear systems with recursive utility (English)
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21 September 2006
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Singular stochastic control
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HJB equation
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Free boundary problem
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Diffusion with reflections
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Backward stochastic differential equation
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