Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (Q2957558)
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scientific article; zbMATH DE number 6678564
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| English | Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem |
scientific article; zbMATH DE number 6678564 |
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Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (English)
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26 January 2017
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maximum principle
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Meyer-Zheng convergence
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monotone-follower problem
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optimal stochastic control
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optimal stopping
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singular control
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0.8858852
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0.86474824
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0.85616386
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0.8493542
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0.84927577
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0.8479643
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0.84796125
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0.84610116
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