Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260)
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scientific article; zbMATH DE number 7711495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls |
scientific article; zbMATH DE number 7711495 |
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Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (English)
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12 July 2023
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Dynkin games
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reflected diffusion
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singular stochastic control
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Skorokhod problem
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variational inequalities
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