A new class of singular stochastic control problems

Lasry, Jean-Michel; Lions, Pierre-Louis

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

Metadata

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Author(s)

Lasry, Jean-Michel
Lions, Pierre-Louis

Subjects / Keywords

Equations aux dérivées partielles; Commande stochastique