Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
Year of publication: |
[2024]
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Authors: | Federico, Salvatore ; Ferrari, Giorgio ; Riedel, Frank ; Röckner, Michael |
Publisher: |
Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University |
Subject: | infinite-dimensional singular stochastic control | viscosity solution | variational inequality | infinite-dimensional optimal stopping | smooth-fit principle |
Extent: | 1 Online-Ressource (circa 37 Seiten) |
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Series: | Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW). - Bielefeld : IMW, ISSN 2942-9536, ZDB-ID 2437810-0. - Vol. 692 (June 2024) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/299378 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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