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On a mixed singular/switching control problem with multiple regimes - MaRDI portal

On a mixed singular/switching control problem with multiple regimes (Q5055327)

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scientific article; zbMATH DE number 7632606
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English
On a mixed singular/switching control problem with multiple regimes
scientific article; zbMATH DE number 7632606

    Statements

    title
    On a mixed singular/switching control problem with multiple regimes (English)
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    publication date
    13 December 2022
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    zbMATH Keywords
    singular/switching stochastic control problem
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    Hamilton-Jacobi-Bellman equations
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    nonlinear partial differential system
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    Identifiers

    Mathematics Subject Classification ID
    93E03
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    93C30
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    35R60
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    zbMATH DE Number
    7632606
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    OpenAlex ID
    W4292596096
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    arXiv ID
    2006.13595
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    DOI
    10.1017/APR.2021.57
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