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A free boundary problem in variational inequality with gradient constraint - MaRDI portal

A free boundary problem in variational inequality with gradient constraint

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DOI10.3969/J.ISSN.1000-5641.2018.01.001zbMath1413.35457OpenAlexW2999452796MaRDI QIDQ4688187

Chonghu Guan, Jing Chen

Publication date: 22 October 2018

Full work available at URL: http://xblk.ecnu.edu.cn/EN/abstract/abstract25467.shtml

zbMATH Keywords

variational inequality stochastic optimal control free boundary optimal dividend gradient constraint

Mathematics Subject Classification ID

Variational inequalities (49J40) Financial applications of other theories (91G80) Free boundary problems for PDEs (35R35)

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