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Search: subject:"vector-valued integration"
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Bank-El Karoui's representation theorem
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first-order conditions
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infinite-dimensional singular stochastic control
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irreversible investment
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semigroup theory
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vector-valued integration
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Control theory
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Kontrolltheorie
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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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On a class of infinite-dimensional singular stochastic control problems
Federico, Salvatore
;
Ferrari, Giorgio
;
Riedel, Frank
; …
-
2019
control. The techniques used are those of semigroup theory,
vector-valued
integration
, convex analysis, and general theory of …
Persistent link: https://www.econbiz.de/10012042153
Saved in:
2
On a class of infinite-dimensional singular stochastic control problems
Federico, Salvatore
;
Ferrari, Giorgio
;
Riedel, Frank
; …
-
2019
control. The techniques used are those of semigroup theory,
vector-valued
integration
, convex analysis, and general theory of …
Persistent link: https://www.econbiz.de/10012009904
Saved in:
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