A singular stochastic control problem in an unbounded domain

DOI10.1080/03605309408821083zbMath0807.60057OpenAlexW1991249807MaRDI QIDQ4313779

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Publication date: 29 November 1994

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605309408821083

zbMATH Keywords

variational inequalitycomparison principledynamic programming principlesingular stochastic control probleminvestment-consumption model

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites Work

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