A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896)
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scientific article; zbMATH DE number 7268416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Singular Stochastic Control Problem with Interconnected Dynamics |
scientific article; zbMATH DE number 7268416 |
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A Singular Stochastic Control Problem with Interconnected Dynamics (English)
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29 October 2020
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singular stochastic control
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Dynkin game
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viscosity solution
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free boundary
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smooth-fit
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inflation management
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