On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782)
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scientific article; zbMATH DE number 6943358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Class of Path-Dependent Singular Stochastic Control Problems |
scientific article; zbMATH DE number 6943358 |
Statements
On a Class of Path-Dependent Singular Stochastic Control Problems (English)
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25 September 2018
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singular control
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constrained BSDEs
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path-dependent PDEs
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viscosity solutions
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transaction costs
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regularity
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