Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control (Q4507471)
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scientific article; zbMATH DE number 1519369
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control |
scientific article; zbMATH DE number 1519369 |
Statements
Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control (English)
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18 October 2000
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singular stochastic control
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radial symmetry
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optimal policy
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normally reflected Brownian motion
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geometric measure theory
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singular ergodic control problems
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domain of reflection
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