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On a Class of Infinite-Dimensional Singular Stochastic Control Problems
1. Introduction
2. Setting and Problem Formulation
2.1. Setting and Preliminaries
2.2. The Optimal Control Problem
3. Characterization of optimal controls by necessary and sufficient first-order conditions
4. The case in which A generates a group
4.1. Explicit solution in a separable setting
5. Application to PDE models
5.1. Dirichlet boundary conditions in the n-dimensional space
5.2. Compact 1-dimensional manifold without boundary
6. Concluding Remarks
References
Arbeitspapier
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Entstehung
2019
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