Optimal policies for n-dimensional singular stochastic control problems. Part II: The radially symmetric case. Ergodic control

SIAM Journal on Control and Optimization

Volumn 39, Issue 2, 2000, Pages 635-659

  Kruk, L ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Geometric measure theory; Normally reflected Brownian motion; Optimal policy; Radial symmetry; Singular stochastic control

Indexed keywords

BROWNIAN MOVEMENT; COMPUTATIONAL GEOMETRY; PROBLEM SOLVING; PROCESS CONTROL;

CACCIOPPOLI SETS; GEOMETRIC MEASURE THEORY;

STOCHASTIC CONTROL SYSTEMS;

EID: 0034454386     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012998347547     Document Type: Article

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