A problem of symmetric variational equation

zbMath0849.93070MaRDI QIDQ1906617

Kun Hui Liu

Publication date: 14 October 1996

Published in: Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

Wiener processsingular stochastic controldiscounted cost

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (3)

Boundedness of a derived function of a solution of a class of diffusion variational equations ⋮ A new class of impulse stochastic control models with non-negative control quantity ⋮ The generalization of a class of impulse stochastic control models of a geometric Brownian motion

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