A singular stochastic control problem in an unbounded domain (Q4313779)
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scientific article; zbMATH DE number 696905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A singular stochastic control problem in an unbounded domain |
scientific article; zbMATH DE number 696905 |
Statements
A singular stochastic control problem in an unbounded domain (English)
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29 November 1994
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singular stochastic control problem
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variational inequality
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dynamic programming principle
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comparison principle
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investment-consumption model
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