Finite Fuel Problem in Nonlinear Singular Stochastic Control (Q3516075)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Fuel Problem in Nonlinear Singular Stochastic Control |
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Finite Fuel Problem in Nonlinear Singular Stochastic Control (English)
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1 August 2008
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singular stochastic control problems
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degenerate parabolic HJB equations
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viscosity solutions
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representation formulas
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