Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control (Q4911011)
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scientific article; zbMATH DE number 6144569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control |
scientific article; zbMATH DE number 6144569 |
Statements
Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control (English)
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13 March 2013
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Hamilton-Jacobi-Bellman equation
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gradient constraint
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free boundary problem
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singular control
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penalty method
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viscosity solutions
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