discontinuous reflection, and a class of singular stochastic control problems for diffusions (Q4286674)
From MaRDI portal
scientific article; zbMATH DE number 541503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | discontinuous reflection, and a class of singular stochastic control problems for diffusions |
scientific article; zbMATH DE number 541503 |
Statements
discontinuous reflection, and a class of singular stochastic control problems for diffusions (English)
0 references
7 July 1994
0 references
finite-fuel singular stochastic control problem for diffusions
0 references
discontinuous reflected problems
0 references
local time
0 references
stochastic differential equations
0 references
comparison theorems
0 references
existence of the optimal control
0 references
