On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems

2020 ◽  
Vol 58 (6) ◽  
pp. 3363-3388
Author(s):  
Martin G. Vieten ◽  
Richard H. Stockbridge
Keyword(s):  
Stochastic Control ◽  
Solution Structure ◽  
Control Problems ◽  
Singular Stochastic Control ◽  
Stochastic Control Problems ◽  
Infinite Dimensional ◽  
Linear Problems

scholarly journals On a Class of Infinite-Dimensional Singular Stochastic Control Problems

2021 ◽  
Vol 59 (2) ◽  
pp. 1680-1704
Author(s):  
Salvatore Federico ◽  
Giorgio Ferrari ◽  
Frank Riedel ◽  
Michael Röckner
Keyword(s):  
Stochastic Control ◽  
Control Problems ◽  
Singular Stochastic Control ◽  
Stochastic Control Problems ◽  
Infinite Dimensional
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