Expected supremum representation of the value of a singular stochastic control problem (Q4599715)
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scientific article; zbMATH DE number 6822100
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| English | Expected supremum representation of the value of a singular stochastic control problem |
scientific article; zbMATH DE number 6822100 |
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Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (English)
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4 January 2018
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singular stochastic control
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linear diffusions
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expected supremum representation
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representing function
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0.7860528826713562
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0.7808805108070374
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0.7788473963737488
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0.770473837852478
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0.7651123404502869
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