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