A Multidimensional Stochastic Singular Control Problem Via Dynkin Game and Dirichlet Form (Q5244640)
From MaRDI portal
scientific article; zbMATH DE number 6420755
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Multidimensional Stochastic Singular Control Problem Via Dynkin Game and Dirichlet Form |
scientific article; zbMATH DE number 6420755 |
Statements
A Multidimensional Stochastic Singular Control Problem Via Dynkin Game and Dirichlet Form (English)
0 references
27 March 2015
0 references
stochastic singular control problem
0 references
optimal control policy
0 references
Dynkin game
0 references
variational inequality
0 references
Dirichlet form
0 references
