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Search: subject:"infinite-dimensional singular stochastic control"
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infinite-dimensional singular stochastic control
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Bank-El Karoui's representation theorem
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first-order conditions
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infinite-dimensional optimal stopping
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irreversible investment
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semigroup theory
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smooth-fit principle
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variational inequality
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vector-valued integration
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viscosity solution
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Control theory
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Kontrolltheorie
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Stochastic process
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Stochastischer Prozess
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English
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Federico, Salvatore
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Ferrari, Giorgio
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Riedel, Frank
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Röckner, Michael
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Center for Mathematical Economics Working Papers
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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ECONIS (ZBW)
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EconStor
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Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
Federico, Salvatore
;
Ferrari, Giorgio
;
Riedel, Frank
; …
-
2024
We consider a class of
infinite-dimensional
singular
stochastic
control
problems. These can be thought of as spatial …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014563912
Saved in:
2
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
Federico, Salvatore
;
Ferrari, Giorgio
;
Riedel, Frank
; …
-
2024
We consider a class of
infinite-dimensional
singular
stochastic
control
problems. These can be thought of as spatial …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014547458
Saved in:
3
On a class of
infinite-dimensional
singular
stochastic
control
problems
Federico, Salvatore
;
Ferrari, Giorgio
;
Riedel, Frank
; …
-
2019
We study a class of
infinite-dimensional
singular
stochastic
control
problems with applications in economic theory and …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012042153
Saved in:
4
On a class of
infinite-dimensional
singular
stochastic
control
problems
Federico, Salvatore
;
Ferrari, Giorgio
;
Riedel, Frank
; …
-
2019
We study a class of
infinite-dimensional
singular
stochastic
control
problems with applications in economic theory and …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012009904
Saved in:
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