A mixed singular/switching control problem with terminal cost for modulated diffusion processes (Q6122804)
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scientific article; zbMATH DE number 7812057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixed singular/switching control problem with terminal cost for modulated diffusion processes |
scientific article; zbMATH DE number 7812057 |
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A mixed singular/switching control problem with terminal cost for modulated diffusion processes (English)
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1 March 2024
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singular/switching stochastic control problem
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modulated multidimensional diffusion process
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Hamilton-Jacobi-Bellman equations
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non-linear partial differential system
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