On a mixed singular/switching control problem with multiple regimes (Q5055327)
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scientific article; zbMATH DE number 7632606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a mixed singular/switching control problem with multiple regimes |
scientific article; zbMATH DE number 7632606 |
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On a mixed singular/switching control problem with multiple regimes (English)
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13 December 2022
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singular/switching stochastic control problem
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Hamilton-Jacobi-Bellman equations
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nonlinear partial differential system
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