The Free Boundary of the Monotone Follower

DOI10.1137/S0363012992232373zbMath0796.93110MaRDI QIDQ4299284

Maria B. Chiarolla, Ulrich G. Haussmann

Publication date: 26 September 1994

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

free boundarycheap control problemmonotone follower

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Hamilton-Jacobi theories (49L99)

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