Some global topological properties of a free boundary problem appearing in a two dimensional controlled ruin problem
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Publication:6050123
DOI10.1007/s00498-023-00359-0zbMath1526.93279OpenAlexW4382656968MaRDI QIDQ6050123
Publication date: 12 October 2023
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00498-023-00359-0
Optimal stochastic control (93E20) Free boundary problems for PDEs (35R35) Existence theories for optimal control problems involving partial differential equations (49J20) Actuarial mathematics (91G05)
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