The Boundary Behavior of Blow-Up Solutions Related to a Stochastic Control Problem with State Constraint (Q3516120)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Boundary Behavior of Blow-Up Solutions Related to a Stochastic Control Problem with State Constraint |
scientific article |
Statements
The Boundary Behavior of Blow-Up Solutions Related to a Stochastic Control Problem with State Constraint (English)
0 references
1 August 2008
0 references
state constraint problem for the Brownian motion
0 references
singular boundary condition
0 references
influence of the geometry
0 references
controlled dynamics
0 references
