Optimal Policies forn-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control
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Publication:4507471
DOI10.1137/S0363012998347547zbMath0990.93135MaRDI QIDQ4507471
Publication date: 18 October 2000
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
geometric measure theory; singular stochastic control; radial symmetry; optimal policy; domain of reflection; normally reflected Brownian motion; singular ergodic control problems
49Q20: Variational problems in a geometric measure-theoretic setting
93E20: Optimal stochastic control
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