Numerical analysis of a free-boundary singular control problem in financial economics
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Publication:673248
DOI10.1016/S0165-1889(96)00933-5zbMath0879.90021OpenAlexW2015691470MaRDI QIDQ673248
Steven H. Zhu, Ayman Hindy, Chi-fu Huang
Publication date: 28 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(96)00933-5
Variational inequalities (49J40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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