Search for tag: "variational inequality"

Lecture 6

Links between singular stochastic control and…

From  Tiziano Vargiolu March 31st, 2023 7 plays 0  

Lecture 5

Solution of the problem in terms of value…

From  Tiziano Vargiolu March 30th, 2023 5 plays 0  

Lecture 4

A general one-dimensional singular control…

From  Tiziano Vargiolu March 29th, 2023 8 plays 0  

Lecture 3

Links between singular stochastic control and…

From  Tiziano Vargiolu March 24th, 2023 9 plays 0  

Lecture 2

Proof of the Verification Theorem.

From  Tiziano Vargiolu March 23rd, 2023 13 plays 0  

Lecture 1

Formulation of the problem with a motivating…

From  Tiziano Vargiolu March 22nd, 2023 25 plays 0