Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
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Publication:4204093
DOI10.1137/0327047zbMath0685.93076OpenAlexW2004328604WikidataQ57636081 ScholiaQ57636081MaRDI QIDQ4204093
Steven E. Shreve, Halil Mete Soner
Publication date: 1989
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/f87e2620bf9a4bddded1af48505f9108be5b54a4
Optimal stochastic control (93E20) Free boundary problems for PDEs (35R35) Optimality conditions for problems involving randomness (49K45)
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