Singular control with state constraints on unbounded domain (Q858986)
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scientific article; zbMATH DE number 5115540
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Singular control with state constraints on unbounded domain |
scientific article; zbMATH DE number 5115540 |
Statements
Singular control with state constraints on unbounded domain (English)
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12 January 2007
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viscosity solutions
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Hamilton-Jacobi-Bellman equation
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Skorokhod problem
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Brownian control problems
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stochastic networks
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0.8625227212905884
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0.8197277784347534
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0.8130174279212952
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