Minimizing a Quadratic Payoff with Monotone Controls (Q3776944)

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scientific article; zbMATH DE number 4038608
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    Minimizing a Quadratic Payoff with Monotone Controls
    scientific article; zbMATH DE number 4038608

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      Minimizing a Quadratic Payoff with Monotone Controls (English)
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      1987
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      Monotone controls
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      quadratic payoff
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      variational inequalities in Sobolev spaces
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      regularity
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      switching points
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