Singular control of the drift of a Brownian system (Q2238968)
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scientific article; zbMATH DE number 7418988
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Singular control of the drift of a Brownian system |
scientific article; zbMATH DE number 7418988 |
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Singular control of the drift of a Brownian system (English)
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2 November 2021
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singular stochastic control
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Dynkin game
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viscosity solution
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free boundary
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smooth-fit
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Brownian motion
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ordinary differential equation
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0.8080370426177979
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0.8031911253929138
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0.7983735203742981
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0.7945177555084229
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