Search for tag: "variational inequality"

Lecture 6 duration 1 hour 55 minutes Lecture 6 Lecture 6	Lecture 6 Links between singular stochastic control and… singular control +6 More From Tiziano Vargiolu 7 plays 0
Lecture 5 duration 1 hour 56 minutes Lecture 5 Lecture 5	Lecture 5 Solution of the problem in terms of value… reflected processes +3 More From Tiziano Vargiolu 5 plays 0
Lecture 4 duration 1 hour 34 minutes Lecture 4 Lecture 4	Lecture 4 A general one-dimensional singular control… verification theorem +5 More From Tiziano Vargiolu 8 plays 0
Lecture 3 duration 1 hour 28 minutes Lecture 3 Lecture 3	Lecture 3 Links between singular stochastic control and… singular control +7 More From Tiziano Vargiolu 9 plays 0
Lecture 2 duration 1 hour 36 minutes Lecture 2 Lecture 2	Lecture 2 Proof of the Verification Theorem. variational inequality +1 More From Tiziano Vargiolu 13 plays 0
Lecture 1 duration 1 hour 43 minutes Lecture 1 Lecture 1	Lecture 1 Formulation of the problem with a motivating… singular control +5 More From Tiziano Vargiolu 24 plays 0

Lecture 6