On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions (Q4012463)
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scientific article; zbMATH DE number 64713
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| English | On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions |
scientific article; zbMATH DE number 64713 |
Statements
On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions (English)
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27 September 1992
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singular stochastic control
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diffusion processes
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variational inequalities
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stochastic optimization problem
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0.8464329242706299
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0.8251329064369202
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0.8250996470451355
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0.8197407126426697
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0.8176229000091553
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