A free boundary problem arising from a stochastic optimal control model with bounded dividend rate (Q2929460)
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scientific article; zbMATH DE number 6368983
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| English | A free boundary problem arising from a stochastic optimal control model with bounded dividend rate |
scientific article; zbMATH DE number 6368983 |
Statements
A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate (English)
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12 November 2014
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parabolic Barenblatt equation
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free boundary problem
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stochastic optimal control
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0.8629133701324463
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0.8595637083053589
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0.8287277817726135
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0.8090876340866089
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