Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem |
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Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (English)
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23 June 2016
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singular stochastic control
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Brownian motion
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optimal control
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Skorokhod problem
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time-dependent boundary
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