On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828)
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: On singular control problems with state constraints and regime-switching: a viscosity solution approach |
scientific article; zbMATH DE number 6589234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On singular control problems with state constraints and regime-switching: a viscosity solution approach |
scientific article; zbMATH DE number 6589234 |
Statements
On singular control problems with state constraints and regime-switching: a viscosity solution approach (English)
0 references
3 June 2016
0 references
constrained viscosity solution
0 references
regime-switching diffusion
0 references
singular stochastic control
0 references
weak dynamic programming principle
0 references
quasi-variational inequality
0 references
0 references
0 references
0 references
