On the smoothness of value functions and the existence of optimal strategies in diffusion models
type: Item
instance of: scholarly article
title: On the smoothness of value functions and the existence of optimal strategies in diffusion models
zbMATH Open document ID: 1330.91137
author: Bruno Strulovici
author: Martin Szydlowski
published in: Journal of Economic Theory
publication date: 2015-12-22T00:00:00Z
Mathematics Subject Classification ID: 91B55
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6523565
zbMATH Keywords: optimal control
zbMATH Keywords: optimal stopping
zbMATH Keywords: smooth pasting
zbMATH Keywords: super contact
zbMATH Keywords: Markov control
zbMATH Keywords: HJB equation
MaRDI profile type: Publication
full work available at URL: j.jet.2015.03.015
OpenAlex ID: W2072026208
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DOI: 10.1016/J.JET.2015.03.015
description: scientific article; zbMATH DE number 6523565