Regularity of the free boundary in singular stochastic control
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Publication:1332169
DOI10.1006/JDEQ.1994.1080zbMath0930.93086OpenAlexW2011168817MaRDI QIDQ1332169
Pao-Liu Chow, José Luis Menaldi, Stephen A. Williams
Publication date: 16 February 2000
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.wayne.edu/cgi/viewcontent.cgi?article=1067&context=mathfrp
Hamilton-Jacobi-Bellman equationvariational inequalitypenalty termsingular stochastic controlregularity of the free boundary
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