Singular control of stochastic linear systems with recursive utility (Q2503568)
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: Singular control of stochastic linear systems with recursive utility |
scientific article; zbMATH DE number 5055587
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Singular control of stochastic linear systems with recursive utility |
scientific article; zbMATH DE number 5055587 |
Statements
Singular control of stochastic linear systems with recursive utility (English)
0 references
21 September 2006
0 references
Singular stochastic control
0 references
HJB equation
0 references
Free boundary problem
0 references
Diffusion with reflections
0 references
Backward stochastic differential equation
0 references
0 references
0 references
0 references
0 references
