Yipeng Yang* (). Finite Horizon Time Inhomogeneous Singular Control Problem of One-dimensional Diffusion via Dynkin Game. The Hamilton-Jacobi-Bellman equation (HJB) associated with the time in

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Date: 2014-09-18 00:49:29		Yipeng Yang* (). Finite Horizon Time Inhomogeneous Singular Control Problem of One-dimensional Diffusion via Dynkin Game. The Hamilton-Jacobi-Bellman equation (HJB) associated with the time in Add to Reading List Source URL: jointmathematicsmeetings.org Download Document from Source Website File Size: 45,43 KB Share Document on Facebook