A class of singular stochastic control problems (Q4750516)
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scientific article; zbMATH DE number 3807484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of singular stochastic control problems |
scientific article; zbMATH DE number 3807484 |
Statements
A class of singular stochastic control problems (English)
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1983
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reflected Brownian motion
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free boundary problems
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singular stochastic control
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