Regularity of the free boundary in singular stochastic control (Q1332169)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Regularity of the free boundary in singular stochastic control |
scientific article; zbMATH DE number 635883
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of the free boundary in singular stochastic control |
scientific article; zbMATH DE number 635883 |
Statements
Regularity of the free boundary in singular stochastic control (English)
0 references
16 February 2000
0 references
Hamilton-Jacobi-Bellman equation
0 references
singular stochastic control
0 references
penalty term
0 references
variational inequality
0 references
regularity of the free boundary
0 references
