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Mean-field games of finite-fuel capacity expansion with singular controls (2022)

First Author: Campi L

Attributed to: A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/21-aap1771

Publication URI: http://dx.doi.org/10.1214/21-aap1771

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 5

ISSN: 1050-5164