A mixed singular/switching control problem with terminal cost for modulated diffusion processes (Q6122804)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A mixed singular/switching control problem with terminal cost for modulated diffusion processes |
scientific article; zbMATH DE number 7812057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixed singular/switching control problem with terminal cost for modulated diffusion processes |
scientific article; zbMATH DE number 7812057 |
Statements
A mixed singular/switching control problem with terminal cost for modulated diffusion processes (English)
0 references
1 March 2024
0 references
singular/switching stochastic control problem
0 references
modulated multidimensional diffusion process
0 references
Hamilton-Jacobi-Bellman equations
0 references
non-linear partial differential system
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
