✦ LIBER ✦

A singular stochastic control problem in an unbounded domain

✍ Scribed by Alvarez, O.

Book ID: 115444290
Publisher: Taylor and Francis Group
Year: 1994
Tongue: English
Weight: 540 KB
Volume: 19
Category: Article
ISSN: 0360-5302
DOI: 10.1080/03605309408821083

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Solution of the Stochastic control probl

Solution of the Stochastic control problem in unbounded domains

✍ Prentiss Robinson; John Moore 📂 Article 📅 1973 🏛 Elsevier Science 🌐 English ⚖ 541 KB

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of sing

A nonlocal problem for a mixed-type equa

A nonlocal problem for a mixed-type equation with a singular coefficient in an unbounded domain

✍ M. Kh. Ruziev 📂 Article 📅 2010 🏛 Allerton Press, Inc. 🌐 English ⚖ 495 KB

Finite Fuel Problem in Nonlinear Singula

Finite Fuel Problem in Nonlinear Singular Stochastic Control

✍ Motta, Monica; Sartori, Caterina 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 329 KB

A Technique for Stochastic Control Probl

A Technique for Stochastic Control Problems with Unbounded Control Set

✍ J.R. Dorroh; G. Ferreyra; P. Sundar 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 539 KB

Singular Perturbations in Stochastic Erg

Singular Perturbations in Stochastic Ergodic Control Problems

✍ Kumar, K. Suresh 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 257 KB

The stochastic maximum principle for a s

The stochastic maximum principle for a singular control problem

✍ Cadenillas, Abel ;Haussmann, Ulrich G. 📂 Article 📅 1994 🏛 Taylor and Francis Group ⚖ 771 KB