On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321)
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scientific article; zbMATH DE number 7352269
Language | Label | Description | Also known as |
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English | On a Class of Infinite-Dimensional Singular Stochastic Control Problems |
scientific article; zbMATH DE number 7352269 |
Statements
On a Class of Infinite-Dimensional Singular Stochastic Control Problems (English)
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28 May 2021
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infinite-dimensional singular stochastic control
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semigroup theory
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vector-valued integration
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first-order conditions
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Bank-El Karoui's representation theorem
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irreversible investment
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