Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls
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Publication:6115260
DOI10.1016/j.spa.2023.05.006zbMath1520.93610arXiv2103.08487OpenAlexW3138035360MaRDI QIDQ6115260
Giorgio Ferrari, Jodi Dianetti
Publication date: 12 July 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.08487
Variational inequalities (49J40) Optimal stochastic control (93E20) Games of timing (91A55) Singular stochastic partial differential equations (60H17)
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