Finite Fuel Problem in Nonlinear Singular Stochastic Control (Q3516075)
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scientific article; zbMATH DE number 5306552
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Finite Fuel Problem in Nonlinear Singular Stochastic Control |
scientific article; zbMATH DE number 5306552 |
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Finite Fuel Problem in Nonlinear Singular Stochastic Control (English)
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1 August 2008
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singular stochastic control problems
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degenerate parabolic HJB equations
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viscosity solutions
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representation formulas
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0.9407891
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0.9244642
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0.9117742
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0.91137826
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