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A new class of singular stochastic control problems

Lasry, Jean-Michel; Lions, Pierre-Louis (2000), A new class of singular stochastic control problems. https://basepub.dauphine.fr/handle/123456789/11987

Type
Document de travail / Working paper
Date
2000
Series title
Cahiers du Ceremade
Series number
35
Pages
12
Metadata
Show full item record
Author(s)
Lasry, Jean-Michel
Lions, Pierre-Louis
Subjects / Keywords
Equations aux dérivées partielles; Commande stochastique

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