A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate (Q2929460)
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scientific article; zbMATH DE number 6368983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate |
scientific article; zbMATH DE number 6368983 |
Statements
A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate (English)
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12 November 2014
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parabolic Barenblatt equation
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free boundary problem
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stochastic optimal control
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