scientific article; zbMATH DE number 4213895

MaRDI QIDQ3360772zbMATH OpenFDO

Authors Steven Shreve, H. Mete Soner

Publication date 1990

zbMATH Keywords

regularity of solutionssmooth parametrization

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cited in

(14)

• Regularity of the free boundary in singular stochastic control
• Non-convex Hamilton-Jacobi equations with gradient constraints
• Mean-field games of finite-fuel capacity expansion with singular controls
• Singular control of the drift of a Brownian system
• Optimal stopping and free boundary characterizations for some Brownian control problems
• A stochastic control problem and related free boundaries in finance
• A multidimensional singular stochastic control problem on a finite time horizon
• Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
• The Free Boundary of the Monotone Follower
• A Free Boundary Problem in R^d with Both Smooth and Nonsmooth Fit
• A free boundary problem related to singular stochastic control: the parabolic case
• On singular control problems, the time-stretching method, and the weak-M1 topology
• A singular stochastic control problem with direction switching cost
• A free boundary problem arising from a stochastic optimal control model under controllable risk

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