Singular stochastic control for diffusions and sde with discontinuous (Q4840920)
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scientific article; zbMATH DE number 781044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular stochastic control for diffusions and sde with discontinuous |
scientific article; zbMATH DE number 781044 |
Statements
Singular stochastic control for diffusions and sde with discontinuous (English)
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14 November 1995
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finite-fuel singular stochastic control problem
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stochastic differential equations
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dynamic programming principle
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Hamilton-Jacobi-Bellman equation
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