Characterization of the optimal policy for a multidimensional parabolic singular stochastic control problem (Q2813315)
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scientific article; zbMATH DE number 6597393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the optimal policy for a multidimensional parabolic singular stochastic control problem |
scientific article; zbMATH DE number 6597393 |
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23 June 2016
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singular stochastic control
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Brownian motion
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optimal control
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Skorokhod problem
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time-dependent boundary
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Characterization of the optimal policy for a multidimensional parabolic singular stochastic control problem (English)
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