Singular stochastic control of a singular diffusion process (Q4368875)
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scientific article; zbMATH DE number 1098687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular stochastic control of a singular diffusion process |
scientific article; zbMATH DE number 1098687 |
Statements
Singular stochastic control of a singular diffusion process (English)
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1997
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dynamic programming principle
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viscosity solution
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Lipschitz control
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singular diffusion process
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cheap control
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finite-fuel constraint
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variational inequality
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