Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715)
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scientific article; zbMATH DE number 6822100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected Supremum Representation of the Value of a Singular Stochastic Control Problem |
scientific article; zbMATH DE number 6822100 |
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Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (English)
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4 January 2018
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singular stochastic control
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linear diffusions
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expected supremum representation
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representing function
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