Generalized solution in singular stochastic control: The nondegenerate problem (Q1188287)
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scientific article; zbMATH DE number 40388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized solution in singular stochastic control: The nondegenerate problem |
scientific article; zbMATH DE number 40388 |
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Generalized solution in singular stochastic control: The nondegenerate problem (English)
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13 August 1992
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penalization method
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singular stochastic control
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dynamic programming equation
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0.9335733
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0.9307919
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0.9269999
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0.92693764
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0.9260911
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