A multidimensional singular stochastic control problem on a finite time horizon
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Publication:2517158
DOI10.1515/umcsmath-2015-0011zbMath1317.93268MaRDI QIDQ2517158
Publication date: 17 August 2015
Published in: Annales Universitatis Mariae Curie-Skłodowska. Sectio A. Mathematica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2319586dfdd085dbfbaa37ce8d3ea51838ee2a33
93E20: Optimal stochastic control
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
49J55: Existence of optimal solutions to problems involving randomness
35Q93: PDEs in connection with control and optimization
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